+11,275.8%
LMT vs MSI
+4,035.2%
+7,240.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.3% |
| 7D | -6.3% | -3.7% | -2.6% | -5.7% |
| 30D | -8.5% | +6.8% | -15.3% | -9.4% |
| 3M | +1.8% | +14.3% | -12.5% | -0.2% |
| 6M | -19.9% | -1.6% | -18.4% | -19.9% |
| YTD | +10.6% | +22.8% | -12.2% | +7.0% |
| 1Y | +17.9% | -1.1% | +19.1% | +17.7% |
| 3Y | +27.0% | +70.5% | -43.5% | +16.7% |
| 5Y | +68.7% | +102.8% | -34.1% | +50.3% |
| 10Y | +181.1% | +597.4% | -416.3% | +112.8% |
| All | +11,275.8% | +4,035.2% | +7,240.6% | +5,714.2% |
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