+7,328.4%
LMT vs MTCH
+14,593.1%
-7,264.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.1% | +1.0% |
| 7D | -0.5% | -1.4% | +0.9% | -0.4% |
| 30D | -10.8% | +13.6% | -24.4% | -11.6% |
| 3M | +1.6% | +22.4% | -20.8% | +0.1% |
| 6M | -17.6% | +37.2% | -54.7% | -19.5% |
| YTD | +11.6% | +31.8% | -20.2% | +9.2% |
| 1Y | +17.2% | +12.9% | +4.3% | +15.8% |
| 3Y | +35.7% | -1.1% | +36.8% | +33.9% |
| 5Y | +75.2% | -73.5% | +148.7% | +86.2% |
| 10Y | +190.1% | +200.7% | -10.6% | +154.8% |
| All | +7,328.4% | +14,593.1% | -7,264.7% | +5,704.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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