+95.0%
MO vs LMT
+34.5%
+60.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | +0.1% | -0.2% | +0.4% | +0.2% |
| 30D | +7.1% | -13.1% | +20.2% | +8.4% |
| 3M | -2.0% | -3.9% | +1.9% | -1.8% |
| 6M | +7.3% | -18.3% | +25.6% | +9.3% |
| YTD | +23.5% | +10.3% | +13.1% | +20.6% |
| 1Y | +11.0% | +14.2% | -3.2% | +7.7% |
| 3Y | +95.0% | +35.0% | +60.0% | +78.0% |
| All | +95.0% | +34.5% | +60.5% | +78.0% |
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 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