+45.4%
MSFT vs LMT
+48.5%
-3.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.2% |
| 7D | -6.2% | +2.5% | -8.8% | -6.1% |
| 30D | -3.7% | +19.2% | -22.9% | -2.9% |
| 3M | +3.6% | +2.7% | +0.9% | +3.8% |
| 6M | +26.8% | +20.6% | +6.2% | +28.5% |
| YTD | +8.4% | +28.4% | -20.0% | +10.0% |
| 1Y | +3.3% | +36.9% | -33.6% | +5.0% |
| All | +45.4% | +48.5% | -3.0% | +50.1% |
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