+15.6%
MDLZ vs LMT
+74.9%
-59.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.3% |
| 7D | 0.0% | -1.5% | +1.6% | +0.3% |
| 30D | -1.6% | -8.2% | +6.7% | -0.3% |
| 3M | +0.9% | +3.7% | -2.8% | 0.0% |
| 6M | +7.3% | -19.2% | +26.5% | +10.9% |
| YTD | +16.4% | +12.9% | +3.6% | +13.3% |
| 1Y | +3.0% | +19.8% | -16.8% | -0.9% |
| 3Y | -3.7% | +37.3% | -41.0% | -10.6% |
| 5Y | +15.6% | +74.4% | -58.8% | +3.4% |
| All | +15.6% | +74.9% | -59.3% | +3.4% |
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