+145.1%
MS vs LMT
+69.3%
+75.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.4% |
| 7D | +1.4% | -6.3% | +7.6% | +2.1% |
| 30D | -0.3% | -8.5% | +8.2% | +0.7% |
| 3M | +0.3% | +1.8% | -1.5% | 0.0% |
| 6M | +31.3% | -19.9% | +51.3% | +34.6% |
| YTD | +24.7% | +10.6% | +14.1% | +22.2% |
| 1Y | +47.9% | +17.9% | +30.0% | +43.7% |
| 3Y | +178.3% | +27.0% | +151.4% | +166.6% |
| All | +145.1% | +69.3% | +75.8% | +108.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling