+513.2%
MA vs LMT
+184.4%
+328.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.3% |
| 7D | -3.5% | -1.3% | -2.2% | -3.0% |
| 30D | +0.8% | -12.5% | +13.3% | +6.0% |
| 3M | +14.8% | -0.5% | +15.2% | +14.1% |
| 6M | +10.0% | -20.0% | +30.0% | +19.2% |
| YTD | -0.1% | +10.4% | -10.5% | -6.2% |
| 1Y | -2.2% | +17.7% | -19.9% | -11.0% |
| 3Y | +39.3% | +34.3% | +5.0% | +15.2% |
| 5Y | +66.3% | +71.8% | -5.5% | +14.3% |
| 10Y | +513.2% | +187.0% | +326.3% | +272.4% |
| All | +513.2% | +184.4% | +328.9% | +272.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 LMT 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