+133,470.8%
MSFT vs LMT
+11,710.5%
+121,760.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.7% |
| 7D | -2.7% | -6.3% | +3.6% | -1.1% |
| 30D | +2.7% | -8.5% | +11.2% | +4.9% |
| 3M | +17.0% | +1.8% | +15.1% | +16.0% |
| 6M | +23.8% | -19.9% | +43.8% | +30.0% |
| YTD | +4.0% | +10.6% | -6.6% | +0.2% |
| 1Y | -0.8% | +17.9% | -18.8% | -6.1% |
| 3Y | +55.6% | +27.0% | +28.6% | +41.9% |
| 5Y | +72.9% | +68.7% | +4.2% | +44.0% |
| 10Y | +875.8% | +181.1% | +694.7% | +612.7% |
| All | +133,470.8% | +11,710.5% | +121,760.2% | +51,344.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling