+181.3%
MCD vs LMT
+184.4%
-3.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.3% |
| 7D | -2.9% | -1.3% | -1.5% | -2.5% |
| 30D | -6.7% | -12.5% | +5.8% | -3.2% |
| 3M | -9.6% | -0.5% | -9.1% | -9.8% |
| 6M | -22.3% | -20.0% | -2.3% | -17.6% |
| YTD | -15.4% | +10.4% | -25.8% | -19.0% |
| 1Y | -16.8% | +17.7% | -34.5% | -22.0% |
| 3Y | -2.4% | +34.3% | -36.7% | -14.1% |
| 5Y | +19.4% | +71.8% | -52.5% | -6.4% |
| 10Y | +181.3% | +187.0% | -5.7% | +108.5% |
| All | +181.3% | +184.4% | -3.0% | +108.5% |
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