+541.8%
MS vs LMT
+204.1%
+337.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.2% |
| 7D | -1.7% | +2.5% | -4.3% | -2.6% |
| 30D | +0.9% | +19.2% | -18.3% | -6.3% |
| 3M | -10.8% | +2.7% | -13.5% | -12.4% |
| 6M | +0.9% | +20.6% | -19.7% | -7.8% |
| YTD | +9.8% | +28.4% | -18.6% | -3.7% |
| 1Y | +17.1% | +36.9% | -19.8% | -0.4% |
| 3Y | +175.7% | +48.5% | +127.2% | +118.3% |
| 5Y | +125.9% | +107.6% | +18.2% | +39.7% |
| All | +541.8% | +204.1% | +337.8% | +244.7% |
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