-1.2%
LMT vs MULL
+2,366.2%
-2,367.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -9.3% | +10.4% | +1.1% |
| 7D | -0.5% | +3.6% | -4.1% | -0.6% |
| 30D | -10.8% | +22.0% | -32.8% | -10.9% |
| 3M | +1.6% | -8.6% | +10.2% | +0.9% |
| 6M | -17.6% | +248.5% | -266.1% | -20.9% |
| YTD | +11.6% | +516.3% | -504.7% | +5.6% |
| 1Y | +17.2% | +2,036.6% | -2,019.4% | +7.8% |
| All | -1.2% | +2,366.2% | -2,367.4% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling