+1,925.8%
MRVL vs LMT
+188.6%
+1,737.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.2% |
| 7D | +5.6% | -0.2% | +5.8% | +5.6% |
| 30D | +8.8% | -13.1% | +21.8% | +11.5% |
| 3M | -15.9% | -3.9% | -12.0% | -15.9% |
| 6M | +161.3% | -18.3% | +179.5% | +171.5% |
| YTD | +178.2% | +10.3% | +167.9% | +168.0% |
| 1Y | +255.3% | +14.2% | +241.1% | +238.3% |
| 3Y | +323.1% | +35.0% | +288.1% | +269.5% |
| 5Y | +293.2% | +73.2% | +220.0% | +205.1% |
| All | +1,925.8% | +188.6% | +1,737.2% | +1,219.2% |
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