+3.0%
MCHP vs LMT
+72.2%
-69.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.8% | +3.7% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | -6.0% | -13.1% | +7.0% | -5.4% |
| 3M | -19.7% | -3.9% | -15.8% | -19.4% |
| 6M | +14.0% | -18.3% | +32.3% | +16.4% |
| YTD | +18.4% | +10.3% | +8.1% | +16.1% |
| 1Y | +17.1% | +14.2% | +2.9% | +14.3% |
| 3Y | +0.7% | +35.0% | -34.3% | -5.6% |
| All | +3.0% | +72.2% | -69.2% | -12.8% |
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 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