+25.9%
LMT vs MTUM
+9.7%
+16.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.0% | -4.9% | -7.0% |
| 7D | -5.5% | -10.1% | +4.6% | -6.4% |
| 30D | +17.5% | -15.6% | +33.0% | +16.1% |
| 3M | +1.6% | -12.7% | +14.3% | +0.5% |
| 6M | +16.3% | -3.7% | +20.0% | +12.2% |
| YTD | +25.3% | +9.4% | +15.8% | +18.3% |
| 1Y | +25.9% | +10.2% | +15.6% | +18.7% |
| All | +25.9% | +9.7% | +16.2% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 1y: compounded portfolio wealth divided by compounded MTUM 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…
1y analysis · Full analysis span regression · 6 months rolling