+0.7%
MCHP vs LMT
+34.5%
-33.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.8% | +3.6% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | -6.0% | -13.1% | +7.0% | -6.5% |
| 3M | -19.7% | -3.9% | -15.8% | -19.3% |
| 6M | +14.0% | -18.3% | +32.3% | +15.5% |
| YTD | +18.4% | +10.3% | +8.1% | +17.0% |
| 1Y | +17.1% | +14.2% | +2.9% | +15.5% |
| 3Y | +0.7% | +35.0% | -34.3% | -0.6% |
| All | +0.7% | +34.5% | -33.8% | -0.6% |
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 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