+454.2%
MDLZ vs LMT
+2,576.0%
-2,121.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | +0.1% |
| 7D | -1.7% | -6.3% | +4.5% | 0.0% |
| 30D | -2.1% | -8.5% | +6.4% | +0.2% |
| 3M | +1.3% | +1.8% | -0.5% | +0.2% |
| 6M | +6.2% | -19.9% | +26.1% | +12.3% |
| YTD | +15.8% | +10.6% | +5.2% | +11.2% |
| 1Y | +4.1% | +17.9% | -13.8% | -2.0% |
| 3Y | -4.1% | +27.0% | -31.0% | -13.0% |
| 5Y | +13.4% | +68.7% | -55.3% | -7.2% |
| 10Y | +75.7% | +181.1% | -105.3% | +22.5% |
| All | +454.2% | +2,576.0% | -2,121.7% | +144.4% |
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