+13,824.1%
MA vs LMT
+1,207.6%
+12,616.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.4% |
| 7D | -2.7% | -6.3% | +3.6% | +0.4% |
| 30D | +1.5% | -8.5% | +10.0% | +5.8% |
| 3M | +20.4% | +1.8% | +18.6% | +18.2% |
| 6M | +11.1% | -19.9% | +31.1% | +22.4% |
| YTD | +2.0% | +10.6% | -8.6% | -5.5% |
| 1Y | -2.2% | +17.9% | -20.1% | -12.6% |
| 3Y | +41.9% | +27.0% | +14.9% | +17.5% |
| 5Y | +75.4% | +68.7% | +6.7% | +18.5% |
| 10Y | +527.5% | +181.1% | +346.5% | +206.8% |
| All | +13,824.1% | +1,207.6% | +12,616.6% | +2,657.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling