+46.1%
MRK vs LMT
+36.0%
+10.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.1% |
| 7D | -5.0% | -0.5% | -4.5% | -4.9% |
| 30D | +11.0% | -10.8% | +21.7% | +12.7% |
| 3M | +22.4% | +1.6% | +20.8% | +21.3% |
| 6M | +25.4% | -17.6% | +43.0% | +27.8% |
| YTD | +39.5% | +11.6% | +27.9% | +36.2% |
| 1Y | +78.0% | +17.2% | +60.7% | +72.5% |
| All | +46.1% | +36.0% | +10.1% | +36.3% |
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