+120.4%
MSTR vs LMT
+69.3%
+51.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.2% |
| 7D | +12.2% | -6.3% | +18.4% | +13.0% |
| 30D | +45.2% | -8.5% | +53.7% | +46.2% |
| 3M | +10.4% | +1.8% | +8.6% | +9.0% |
| 6M | -2.5% | -19.9% | +17.5% | +0.9% |
| YTD | -6.0% | +10.6% | -16.6% | -8.9% |
| 1Y | -56.4% | +17.9% | -74.4% | -58.3% |
| 3Y | +306.3% | +27.0% | +279.3% | +276.1% |
| All | +120.4% | +69.3% | +51.1% | +73.1% |
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