+13.9%
MS vs LMT
+35.9%
-22.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | +3.7% | +4.8% | -1.2% | +3.5% |
| 30D | +2.0% | +19.9% | -17.9% | +1.1% |
| 3M | -12.6% | +0.2% | -12.7% | -12.5% |
| 6M | -0.3% | +17.4% | -17.7% | -0.8% |
| YTD | +9.0% | +27.2% | -18.2% | +3.0% |
| 1Y | +13.9% | +35.6% | -21.7% | +7.9% |
| All | +13.9% | +35.9% | -22.0% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling