+14,700.0%
MO vs LMT
+11,955.0%
+2,745.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.5% |
| 7D | -2.0% | -1.5% | -0.5% | -1.7% |
| 30D | -0.3% | -8.2% | +8.0% | +1.5% |
| 3M | -2.9% | +3.7% | -6.7% | -4.1% |
| 6M | +5.8% | -19.2% | +24.9% | +10.0% |
| YTD | +22.0% | +12.9% | +9.1% | +17.8% |
| 1Y | +10.7% | +19.8% | -9.1% | +5.3% |
| 3Y | +94.4% | +37.3% | +57.1% | +77.6% |
| 5Y | +97.2% | +74.4% | +22.8% | +69.6% |
| 10Y | +103.0% | +188.9% | -85.9% | +56.8% |
| All | +14,700.0% | +11,955.0% | +2,745.1% | +6,214.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling