+160.4%
MS vs LMT
+35.1%
+125.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | -0.4% |
| 7D | -1.6% | -11.0% | +9.4% | -0.7% |
| 30D | -3.8% | +13.6% | -17.4% | -5.1% |
| 3M | -14.6% | -2.1% | -12.5% | -14.5% |
| 6M | -5.1% | +11.7% | -16.7% | -6.4% |
| YTD | +4.5% | +19.4% | -14.8% | +1.1% |
| 1Y | +13.5% | +24.1% | -10.5% | +9.2% |
| 3Y | +160.4% | +36.2% | +124.2% | +146.5% |
| All | +160.4% | +35.1% | +125.3% | +146.5% |
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