+21.6%
MCD vs LMT
+69.3%
-47.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.3% |
| 7D | -2.8% | -6.3% | +3.4% | -1.8% |
| 30D | -6.0% | -8.5% | +2.5% | -4.7% |
| 3M | -5.6% | +1.8% | -7.4% | -6.0% |
| 6M | -21.9% | -19.9% | -1.9% | -19.3% |
| YTD | -14.7% | +10.6% | -25.3% | -16.7% |
| 1Y | -17.3% | +17.9% | -35.2% | -20.2% |
| 3Y | -2.2% | +27.0% | -29.1% | -7.9% |
| All | +21.6% | +69.3% | -47.6% | +7.6% |
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 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