+51.2%
MMM vs LMT
+191.8%
-140.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.3% |
| 7D | -3.2% | -0.5% | -2.7% | -3.1% |
| 30D | -10.7% | -10.8% | +0.1% | -7.2% |
| 3M | +4.3% | +1.6% | +2.7% | +3.0% |
| 6M | +5.9% | -17.6% | +23.5% | +12.6% |
| YTD | +3.2% | +11.6% | -8.4% | -2.8% |
| 1Y | +8.0% | +17.2% | -9.2% | -0.5% |
| 3Y | +99.1% | +35.7% | +63.4% | +69.0% |
| 5Y | +25.7% | +75.2% | -49.5% | -8.8% |
| All | +51.2% | +191.8% | -140.7% | +3.4% |
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 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