+34.5%
LMT vs MSI
+71.1%
-36.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.2% |
| 7D | -6.3% | -3.7% | -2.6% | -5.4% |
| 30D | -8.5% | +6.8% | -15.3% | -10.1% |
| 3M | +1.8% | +14.3% | -12.5% | -1.8% |
| 6M | -19.9% | -1.6% | -18.4% | -19.9% |
| YTD | +10.6% | +22.8% | -12.2% | +4.3% |
| 1Y | +17.9% | -1.1% | +19.1% | +18.1% |
| All | +34.5% | +71.1% | -36.6% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling