+872.1%
MSFT vs LMT
+191.8%
+680.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | -3.5% | -0.5% | -2.9% | -3.3% |
| 30D | -2.1% | -10.8% | +8.7% | +1.0% |
| 3M | +24.2% | +1.6% | +22.6% | +23.1% |
| 6M | +21.9% | -17.6% | +39.4% | +28.1% |
| YTD | +2.5% | +11.6% | -9.1% | -2.6% |
| 1Y | -0.8% | +17.2% | -18.0% | -7.4% |
| 3Y | +50.8% | +35.7% | +15.0% | +28.8% |
| 5Y | +73.5% | +75.2% | -1.7% | +27.0% |
| All | +872.1% | +191.8% | +680.2% | +531.5% |
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 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