+87.9%
MDLZ vs LMT
+184.4%
-96.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.9% |
| 7D | 0.0% | -1.3% | +1.3% | +0.3% |
| 30D | +1.4% | -12.5% | +14.0% | +5.2% |
| 3M | 0.0% | -0.5% | +0.5% | -0.5% |
| 6M | +9.1% | -20.0% | +29.2% | +15.7% |
| YTD | +17.9% | +10.4% | +7.5% | +12.9% |
| 1Y | +3.2% | +17.7% | -14.5% | -3.3% |
| 3Y | -2.5% | +34.3% | -36.8% | -14.3% |
| 5Y | +17.6% | +71.8% | -54.2% | -8.0% |
| 10Y | +87.9% | +187.0% | -99.0% | +42.3% |
| All | +87.9% | +184.4% | -96.4% | +42.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling