+78.8%
MMM vs LMT
+204.4%
-125.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.1% | -0.5% |
| 7D | +7.0% | -5.6% | +12.6% | +8.7% |
| 30D | +18.4% | +18.4% | 0.0% | +10.9% |
| 3M | +4.5% | +0.6% | +3.9% | +3.5% |
| 6M | +33.4% | +20.6% | +12.8% | +23.1% |
| YTD | +20.0% | +27.0% | -7.0% | +7.2% |
| 1Y | +15.0% | +36.9% | -21.8% | -0.4% |
| 3Y | +165.0% | +46.9% | +118.1% | +117.7% |
| 5Y | +47.9% | +104.2% | -56.3% | +0.2% |
| All | +78.8% | +204.4% | -125.6% | +6.0% |
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