+713.0%
LMT vs MTUM
+595.4%
+117.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.9% |
| 7D | -0.5% | +1.2% | -1.8% | -1.1% |
| 30D | -10.8% | -1.7% | -9.1% | -10.3% |
| 3M | +1.6% | -0.5% | +2.1% | +0.5% |
| 6M | -17.6% | +22.3% | -39.9% | -26.3% |
| YTD | +11.6% | +21.4% | -9.8% | -0.1% |
| 1Y | +17.2% | +20.0% | -2.8% | +5.3% |
| 3Y | +35.7% | +113.0% | -77.2% | -11.7% |
| 5Y | +75.2% | +77.3% | -2.1% | +23.8% |
| 10Y | +190.1% | +350.5% | -160.4% | +3.9% |
| All | +713.0% | +595.4% | +117.6% | +111.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling