+37.0%
MDT vs LMT
+188.6%
-151.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | -3.4% | -0.2% | -3.2% | -3.4% |
| 30D | +0.2% | -13.1% | +13.3% | +4.6% |
| 3M | +14.3% | -3.9% | +18.1% | +15.2% |
| 6M | +4.0% | -18.3% | +22.3% | +10.2% |
| YTD | -3.7% | +10.3% | -14.0% | -8.0% |
| 1Y | -0.4% | +14.2% | -14.6% | -6.1% |
| 3Y | +23.3% | +35.0% | -11.7% | +7.0% |
| 5Y | -18.9% | +73.2% | -92.1% | -38.8% |
| All | +37.0% | +188.6% | -151.6% | +3.6% |
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