+67.5%
MA vs LMT
+74.9%
-7.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.7% |
| 7D | -1.8% | -1.5% | -0.2% | -1.6% |
| 30D | +1.4% | -8.2% | +9.7% | +2.6% |
| 3M | +17.7% | +3.7% | +14.0% | +16.9% |
| 6M | +9.7% | -19.2% | +28.8% | +12.8% |
| YTD | +0.5% | +12.9% | -12.4% | -2.2% |
| 1Y | -2.1% | +19.8% | -21.9% | -5.8% |
| 3Y | +40.1% | +37.3% | +2.8% | +30.4% |
| 5Y | +67.5% | +74.4% | -6.9% | +35.9% |
| All | +67.5% | +74.9% | -7.4% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling