+21.4%
MDLZ vs LMT
+103.5%
-82.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.4% | -0.2% |
| 7D | +2.2% | -5.6% | +7.8% | +3.0% |
| 30D | +10.1% | +18.4% | -8.2% | +6.8% |
| 3M | +9.1% | +0.6% | +8.5% | +8.5% |
| 6M | +10.0% | +20.6% | -10.6% | +5.8% |
| YTD | +26.8% | +27.0% | -0.1% | +20.2% |
| 1Y | +22.5% | +36.9% | -14.4% | +14.5% |
| 3Y | +5.3% | +46.9% | -41.6% | -4.4% |
| 5Y | +21.4% | +104.2% | -82.7% | -2.3% |
| All | +21.4% | +103.5% | -82.1% | -2.3% |
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 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