-0.1%
LMT vs MULL
+2,481.0%
-2,481.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.0% | +5.1% | +2.1% |
| 7D | -1.5% | +14.0% | -15.5% | -1.6% |
| 30D | -8.2% | +24.8% | -33.1% | -8.4% |
| 3M | +3.7% | -16.1% | +19.8% | +3.2% |
| 6M | -19.2% | +330.9% | -350.1% | -22.7% |
| YTD | +12.9% | +545.0% | -532.1% | +6.8% |
| 1Y | +19.8% | +2,427.1% | -2,407.3% | +9.9% |
| All | -0.1% | +2,481.0% | -2,481.1% | -11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling