+35.1%
LMT vs MTB
+112.6%
-77.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | -1.3% | +1.1% | -2.4% | -1.4% |
| 30D | -12.5% | -4.6% | -7.9% | -12.2% |
| 3M | -0.5% | +6.3% | -6.7% | -0.9% |
| 6M | -20.0% | +15.6% | -35.6% | -20.8% |
| YTD | +10.4% | +20.6% | -10.2% | +8.8% |
| 1Y | +17.7% | +22.5% | -4.8% | +16.0% |
| All | +35.1% | +112.6% | -77.5% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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