+1,252.0%
MSTR vs LMT
+1,878.3%
-626.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.1% |
| 7D | +12.2% | -6.3% | +18.4% | +13.7% |
| 30D | +45.2% | -8.5% | +53.7% | +47.3% |
| 3M | +10.4% | +1.8% | +8.6% | +9.1% |
| 6M | -2.5% | -19.9% | +17.5% | +1.2% |
| YTD | -6.0% | +10.6% | -16.6% | -9.0% |
| 1Y | -56.4% | +17.9% | -74.4% | -58.4% |
| 3Y | +306.3% | +27.0% | +279.3% | +276.4% |
| 5Y | +100.5% | +68.7% | +31.8% | +74.0% |
| 10Y | +741.1% | +181.1% | +560.0% | +540.0% |
| All | +1,252.0% | +1,878.3% | -626.4% | +754.9% |
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