+74.4%
LMT vs MSI
+100.4%
-26.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.3% |
| 7D | -1.5% | -5.8% | +4.2% | -0.1% |
| 30D | -8.2% | -1.0% | -7.3% | -8.1% |
| 3M | +3.7% | +14.2% | -10.4% | +0.3% |
| 6M | -19.2% | +1.0% | -20.2% | -19.7% |
| YTD | +12.9% | +21.5% | -8.6% | +7.3% |
| 1Y | +19.8% | -2.1% | +21.9% | +19.8% |
| 3Y | +37.3% | +69.3% | -32.1% | +20.4% |
| 5Y | +74.4% | +99.3% | -24.9% | +47.0% |
| All | +74.4% | +100.4% | -26.1% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling