+568.4%
MA vs LMT
+205.0%
+363.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.1% | -0.5% |
| 7D | +1.8% | -5.6% | +7.4% | +3.8% |
| 30D | +11.8% | +18.4% | -6.5% | +4.1% |
| 3M | +17.2% | +0.6% | +16.6% | +16.1% |
| 6M | +33.4% | +20.6% | +12.8% | +22.1% |
| YTD | +16.1% | +27.0% | -10.8% | +2.5% |
| 1Y | +19.9% | +36.9% | -16.9% | +2.2% |
| 3Y | +70.1% | +46.9% | +23.2% | +35.8% |
| 5Y | +89.6% | +104.2% | -14.6% | +19.8% |
| 10Y | +568.4% | +205.2% | +363.2% | +266.5% |
| All | +568.4% | +205.0% | +363.5% | +266.5% |
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