-0.4%
MDT vs LMT
+15.9%
-16.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | -3.4% | -0.2% | -3.2% | -3.4% |
| 30D | +0.2% | -13.1% | +13.3% | +2.3% |
| 3M | +14.3% | -3.9% | +18.1% | +14.6% |
| 6M | +4.0% | -18.3% | +22.3% | +5.5% |
| YTD | -3.7% | +10.3% | -14.0% | -4.1% |
| 1Y | -0.4% | +14.2% | -14.6% | -2.5% |
| All | -0.4% | +15.9% | -16.3% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling