+63.3%
MSFT vs LMT
+106.8%
-43.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.3% |
| 7D | -6.2% | +2.5% | -8.8% | -6.3% |
| 30D | -3.7% | +19.2% | -22.9% | -4.3% |
| 3M | +3.6% | +2.7% | +0.9% | +3.5% |
| 6M | +26.8% | +20.6% | +6.2% | +26.0% |
| YTD | +8.4% | +28.4% | -20.0% | +6.9% |
| 1Y | +3.3% | +36.9% | -33.6% | +1.3% |
| 3Y | +44.3% | +48.5% | -4.3% | +37.6% |
| 5Y | +63.3% | +107.6% | -44.3% | +44.7% |
| All | +63.3% | +106.8% | -43.5% | +44.7% |
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