-2.3%
LMT vs MULL
+2,337.2%
-2,339.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.1% |
| 7D | -0.2% | -8.4% | +8.2% | -0.2% |
| 30D | -13.1% | +9.7% | -22.8% | -13.1% |
| 3M | -3.9% | -26.8% | +22.9% | -4.2% |
| 6M | -18.3% | +220.7% | -239.0% | -21.4% |
| YTD | +10.3% | +509.0% | -498.7% | +4.4% |
| 1Y | +14.2% | +1,739.5% | -1,725.3% | +5.4% |
| All | -2.3% | +2,337.2% | -2,339.5% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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