+847.8%
MU vs LMT
+89.7%
+758.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.6% | +6.7% | +5.1% |
| 7D | -22.0% | -11.0% | -11.0% | -22.4% |
| 30D | -36.6% | +13.6% | -50.2% | -35.9% |
| 3M | -21.7% | -2.1% | -19.6% | -21.2% |
| 6M | +3.5% | +11.7% | -8.1% | +4.2% |
| YTD | +141.9% | +19.4% | +122.6% | +143.9% |
| 1Y | +189.8% | +24.1% | +165.8% | +192.2% |
| 3Y | +855.4% | +36.2% | +819.2% | +867.9% |
| All | +847.8% | +89.7% | +758.1% | +825.3% |
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