+72.3%
MSFT vs LMT
+71.0%
+1.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.4% |
| 7D | -1.0% | -1.3% | +0.3% | -1.0% |
| 30D | -2.7% | -12.5% | +9.8% | -2.2% |
| 3M | +22.1% | -0.5% | +22.6% | +22.2% |
| 6M | +20.6% | -20.0% | +40.6% | +21.5% |
| YTD | +2.3% | +10.4% | -8.1% | +1.4% |
| 1Y | -0.5% | +17.7% | -18.3% | -1.8% |
| 3Y | +50.5% | +34.3% | +16.3% | +43.8% |
| 5Y | +72.3% | +71.8% | +0.5% | +53.9% |
| All | +72.3% | +71.0% | +1.3% | +53.9% |
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