+11,511.2%
LMT vs MTB
+8,245.1%
+3,266.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.2% |
| 7D | -1.5% | +2.8% | -4.3% | -2.2% |
| 30D | -8.2% | -4.2% | -4.1% | -7.3% |
| 3M | +3.7% | +7.8% | -4.1% | +1.8% |
| 6M | -19.2% | +14.8% | -34.0% | -21.9% |
| YTD | +12.9% | +20.8% | -7.9% | +7.6% |
| 1Y | +19.8% | +23.1% | -3.3% | +13.5% |
| 3Y | +37.3% | +114.8% | -77.6% | +11.3% |
| 5Y | +74.4% | +103.3% | -28.9% | +38.7% |
| 10Y | +188.9% | +173.0% | +15.9% | +103.4% |
| All | +11,511.2% | +8,245.1% | +3,266.1% | +4,509.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling