+1,120.6%
MSTR vs LMT
+2,035.8%
-915.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | 0.0% |
| 7D | -1.2% | -11.0% | +9.8% | +0.9% |
| 30D | -15.9% | +13.6% | -29.5% | -18.4% |
| 3M | +33.1% | -2.1% | +35.2% | +32.7% |
| 6M | -31.0% | +11.7% | -42.7% | -33.4% |
| YTD | -15.1% | +19.4% | -34.5% | -19.5% |
| 1Y | -45.6% | +24.1% | -69.7% | -48.9% |
| 3Y | +180.5% | +36.2% | +144.4% | +155.5% |
| 5Y | +61.7% | +90.7% | -29.1% | +36.4% |
| 10Y | +578.0% | +212.5% | +365.5% | +403.2% |
| All | +1,120.6% | +2,035.8% | -915.1% | +656.7% |
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