+913.4%
MSFT vs LMT
+201.1%
+712.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.3% | +0.6% |
| 7D | -2.4% | +4.8% | -7.3% | -3.7% |
| 30D | -3.8% | +19.9% | -23.6% | -9.0% |
| 3M | +6.4% | +0.2% | +6.2% | +5.8% |
| 6M | +28.8% | +17.4% | +11.3% | +21.7% |
| YTD | +8.8% | +27.2% | -18.3% | -1.0% |
| 1Y | +3.2% | +35.6% | -32.4% | -8.2% |
| 3Y | +44.8% | +47.1% | -2.3% | +20.8% |
| 5Y | +61.8% | +103.7% | -41.8% | +12.1% |
| All | +913.4% | +201.1% | +712.3% | +490.4% |
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