+49.7%
MMM vs LMT
+104.5%
-54.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.1% | 0.0% |
| 7D | +7.0% | -5.6% | +12.6% | +7.7% |
| 30D | +18.4% | +18.4% | 0.0% | +14.8% |
| 3M | +4.5% | +0.6% | +3.9% | +4.0% |
| 6M | +33.4% | +20.6% | +12.8% | +28.5% |
| YTD | +20.0% | +27.0% | -7.0% | +13.3% |
| 1Y | +15.0% | +36.9% | -21.8% | +6.9% |
| 3Y | +165.0% | +46.9% | +118.1% | +139.8% |
| All | +49.7% | +104.5% | -54.8% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling