+6,609.6%
MCD vs LMT
+13,460.7%
-6,851.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.3% | -0.3% |
| 7D | +7.3% | -5.6% | +12.9% | +8.4% |
| 30D | +20.0% | +18.4% | +1.6% | +15.2% |
| 3M | +3.8% | +0.6% | +3.2% | +3.3% |
| 6M | +3.8% | +20.6% | -16.8% | -1.1% |
| YTD | -5.9% | +27.0% | -32.8% | -11.7% |
| 1Y | -3.2% | +36.9% | -40.1% | -10.8% |
| 3Y | +13.3% | +46.9% | -33.6% | +1.7% |
| 5Y | +25.2% | +104.2% | -79.0% | +3.3% |
| 10Y | +213.3% | +205.2% | +8.1% | +135.3% |
| All | +6,609.6% | +13,460.7% | -6,851.2% | +2,349.8% |
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