+104.2%
LMT vs MSI
+125.1%
-20.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.7% | +2.6% |
| 7D | -5.6% | +7.4% | -13.0% | -7.3% |
| 30D | +18.4% | +18.7% | -0.4% | +13.4% |
| 3M | +0.6% | +14.5% | -13.8% | -2.8% |
| 6M | +20.6% | +38.1% | -17.5% | +11.2% |
| YTD | +27.0% | +38.7% | -11.8% | +16.6% |
| 1Y | +36.9% | +35.4% | +1.4% | +26.4% |
| 3Y | +46.9% | +75.1% | -28.2% | +27.4% |
| 5Y | +104.2% | +126.4% | -22.2% | +65.9% |
| All | +104.2% | +125.1% | -20.9% | +65.9% |
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