+104.8%
MMM vs LMT
+36.2%
+68.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.9% |
| 7D | -1.6% | -1.5% | -0.1% | -1.4% |
| 30D | -8.0% | -8.2% | +0.2% | -6.8% |
| 3M | +9.4% | +3.7% | +5.6% | +8.6% |
| 6M | +10.2% | -19.2% | +29.4% | +14.1% |
| YTD | +6.1% | +12.9% | -6.7% | +2.2% |
| 1Y | +10.8% | +19.8% | -9.0% | +4.9% |
| 3Y | +104.8% | +37.3% | +67.5% | +83.7% |
| All | +104.8% | +36.2% | +68.6% | +83.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling