+2,396.1%
MUU vs LMT
-8.8%
+2,404.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -1.0% |
| 7D | -8.2% | -0.2% | -8.0% | -8.3% |
| 30D | +10.2% | -13.1% | +23.2% | +11.9% |
| 3M | -26.5% | -3.9% | -22.6% | -26.5% |
| 6M | +227.2% | -18.3% | +245.5% | +256.1% |
| YTD | +527.4% | +10.3% | +517.1% | +491.8% |
| 1Y | +1,843.7% | +14.2% | +1,829.4% | +1,710.7% |
| All | +2,396.1% | -8.8% | +2,404.9% | +2,570.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling