+12,982.6%
LMT vs MSI
+4,598.2%
+8,384.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | +4.8% | +2.6% | +2.3% | +4.5% |
| 30D | +19.9% | +18.1% | +1.7% | +16.9% |
| 3M | +0.2% | +13.2% | -13.0% | -1.7% |
| 6M | +17.4% | +36.3% | -18.8% | +12.1% |
| YTD | +27.2% | +39.5% | -12.4% | +20.8% |
| 1Y | +35.6% | +36.9% | -1.3% | +29.1% |
| 3Y | +47.1% | +76.1% | -29.0% | +34.6% |
| 5Y | +103.7% | +123.7% | -20.0% | +78.9% |
| 10Y | +203.5% | +664.3% | -460.9% | +126.5% |
| All | +12,982.6% | +4,598.2% | +8,384.4% | +6,461.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling