+10.5%
MCD vs LMT
+35.1%
-24.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | -0.4% |
| 7D | +7.1% | -11.0% | +18.1% | +8.6% |
| 30D | +19.8% | +13.6% | +6.2% | +17.1% |
| 3M | +0.8% | -2.1% | +2.9% | +0.6% |
| 6M | -1.3% | +11.7% | -13.0% | -3.4% |
| YTD | -7.8% | +19.4% | -27.1% | -11.3% |
| 1Y | -5.0% | +24.1% | -29.0% | -9.2% |
| 3Y | +10.5% | +36.2% | -25.6% | -0.3% |
| All | +10.5% | +35.1% | -24.5% | -0.3% |
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