+578.8%
MS vs LMT
+198.5%
+380.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.7% | -0.6% | +1.7% |
| 7D | +0.7% | -8.5% | +9.3% | +4.0% |
| 30D | -0.9% | +15.4% | -16.4% | -6.9% |
| 3M | -13.0% | +0.7% | -13.6% | -13.9% |
| 6M | -2.0% | +17.6% | -19.6% | -9.6% |
| YTD | +7.8% | +23.8% | -16.0% | -4.2% |
| 1Y | +17.9% | +31.6% | -13.8% | +1.7% |
| 3Y | +174.8% | +44.0% | +130.8% | +119.8% |
| 5Y | +119.9% | +98.8% | +21.0% | +38.3% |
| 10Y | +578.8% | +202.1% | +376.7% | +255.6% |
| All | +578.8% | +198.5% | +380.4% | +255.6% |
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