+72.1%
MA vs LMT
+35.1%
+37.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.3% |
| 7D | +2.3% | -11.0% | +13.3% | +3.5% |
| 30D | +14.7% | +13.6% | +1.1% | +12.7% |
| 3M | +13.5% | -2.1% | +15.6% | +13.4% |
| 6M | +33.1% | +11.7% | +21.4% | +30.9% |
| YTD | +15.1% | +19.4% | -4.3% | +11.0% |
| 1Y | +18.7% | +24.1% | -5.3% | +13.9% |
| 3Y | +72.1% | +36.2% | +35.9% | +60.6% |
| All | +72.1% | +35.1% | +37.0% | +60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling