+915.1%
MSFT vs LMT
+197.1%
+718.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.5% |
| 7D | -1.3% | +5.1% | -6.4% | -2.6% |
| 30D | -1.8% | +14.1% | -16.0% | -5.9% |
| 3M | +5.6% | +0.3% | +5.3% | +4.9% |
| 6M | +29.8% | +16.1% | +13.7% | +23.1% |
| YTD | +9.0% | +25.5% | -16.5% | -0.5% |
| 1Y | +4.9% | +34.1% | -29.2% | -6.4% |
| 3Y | +46.2% | +45.1% | +1.1% | +22.4% |
| 5Y | +62.1% | +100.9% | -38.8% | +12.7% |
| All | +915.1% | +197.1% | +718.0% | +493.5% |
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