+1,341.2%
MU vs LMT
+36.2%
+1,305.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -1.5% |
| 7D | +7.2% | -1.5% | +8.7% | +7.1% |
| 30D | +14.0% | -8.2% | +22.2% | +13.7% |
| 3M | +5.4% | +3.7% | +1.7% | +5.3% |
| 6M | +170.3% | -19.2% | +189.4% | +176.5% |
| YTD | +250.7% | +12.9% | +237.8% | +250.2% |
| 1Y | +662.1% | +19.8% | +642.3% | +661.0% |
| 3Y | +1,341.2% | +37.3% | +1,303.9% | +1,428.9% |
| All | +1,341.2% | +36.2% | +1,305.0% | +1,428.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling