-64.8%
AAL vs LMT
+188.6%
-253.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.4% | +1.6% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | -12.9% | -13.1% | +0.2% | -8.9% |
| 3M | -11.2% | -3.9% | -7.3% | -10.9% |
| 6M | +17.8% | -18.3% | +36.1% | +25.2% |
| YTD | -15.1% | +10.3% | -25.5% | -20.5% |
| 1Y | +0.5% | +14.2% | -13.8% | -7.5% |
| 3Y | -7.7% | +35.0% | -42.6% | -24.3% |
| 5Y | -31.3% | +73.2% | -104.6% | -54.2% |
| All | -64.8% | +188.6% | -253.4% | -80.2% |
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