+224.4%
MRK vs LMT
+188.6%
+35.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.2% |
| 7D | -4.3% | -0.2% | -4.0% | -4.2% |
| 30D | +8.3% | -13.1% | +21.4% | +12.2% |
| 3M | +20.0% | -3.9% | +23.9% | +20.7% |
| 6M | +25.7% | -18.3% | +43.9% | +31.9% |
| YTD | +38.7% | +10.3% | +28.4% | +33.4% |
| 1Y | +74.7% | +14.2% | +60.4% | +66.1% |
| 3Y | +45.4% | +35.0% | +10.4% | +28.6% |
| 5Y | +129.0% | +73.2% | +55.8% | +82.5% |
| All | +224.4% | +188.6% | +35.8% | +111.5% |
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