+508.6%
MDLZ vs LMT
+3,007.8%
-2,499.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | -1.0% | +2.5% | -3.5% | -1.7% |
| 30D | +7.9% | +19.2% | -11.2% | +2.4% |
| 3M | +8.9% | +2.7% | +6.2% | +7.6% |
| 6M | +10.5% | +20.6% | -10.1% | +3.8% |
| YTD | +27.1% | +28.4% | -1.3% | +16.7% |
| 1Y | +20.9% | +36.9% | -16.0% | +8.9% |
| 3Y | +5.5% | +48.5% | -43.0% | -8.6% |
| 5Y | +22.2% | +107.6% | -85.4% | -5.7% |
| 10Y | +106.1% | +206.5% | -100.4% | +39.9% |
| All | +508.6% | +3,007.8% | -2,499.2% | +156.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling