+526.8%
MSTR vs LMT
+205.0%
+321.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.5% | -6.1% | -4.0% |
| 7D | -10.7% | -5.6% | -5.1% | -10.1% |
| 30D | -21.6% | +18.4% | -39.9% | -24.0% |
| 3M | +24.4% | +0.6% | +23.8% | +23.7% |
| 6M | -35.5% | +20.6% | -56.1% | -38.3% |
| YTD | -20.3% | +27.0% | -47.3% | -25.0% |
| 1Y | -49.3% | +36.9% | -86.2% | -53.1% |
| 3Y | +137.8% | +46.9% | +90.9% | +113.6% |
| 5Y | +48.3% | +104.2% | -55.9% | +22.6% |
| 10Y | +526.8% | +205.2% | +321.6% | +408.8% |
| All | +526.8% | +205.0% | +321.8% | +408.8% |
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