+677.4%
MSTR vs LMT
+184.4%
+493.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -2.4% |
| 7D | +7.7% | -1.3% | +9.1% | +8.0% |
| 30D | +36.3% | -12.5% | +48.9% | +39.2% |
| 3M | +13.4% | -0.5% | +13.9% | +12.6% |
| 6M | -4.5% | -20.0% | +15.5% | -0.9% |
| YTD | -12.7% | +10.4% | -23.1% | -15.5% |
| 1Y | -59.6% | +17.7% | -77.3% | -61.4% |
| 3Y | +272.5% | +34.3% | +238.2% | +239.6% |
| 5Y | +107.1% | +71.8% | +35.3% | +77.7% |
| 10Y | +677.4% | +187.0% | +490.4% | +537.3% |
| All | +677.4% | +184.4% | +493.0% | +537.3% |
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