+185.8%
LMT vs MTUM
+357.8%
-172.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.6% |
| 7D | -0.2% | +0.7% | -0.9% | -0.5% |
| 30D | -13.1% | -2.4% | -10.6% | -12.4% |
| 3M | -3.9% | -3.6% | -0.2% | -3.6% |
| 6M | -18.3% | +23.7% | -41.9% | -26.5% |
| YTD | +10.3% | +22.9% | -12.6% | -0.7% |
| 1Y | +14.2% | +21.8% | -7.5% | +3.1% |
| 3Y | +35.0% | +114.4% | -79.5% | -9.4% |
| 5Y | +73.2% | +79.6% | -6.3% | +25.5% |
| All | +185.8% | +357.8% | -172.0% | +25.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling