-68.6%
AAL vs LMT
+197.1%
-265.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.3% | -0.6% |
| 7D | -0.1% | +5.1% | -5.2% | -1.6% |
| 30D | +11.7% | +14.1% | -2.4% | +6.6% |
| 3M | -12.5% | +0.3% | -12.8% | -13.1% |
| 6M | +3.6% | +16.1% | -12.5% | -2.8% |
| YTD | -14.1% | +25.5% | -39.6% | -23.3% |
| 1Y | +0.8% | +34.1% | -33.4% | -12.5% |
| 3Y | +11.8% | +45.1% | -33.3% | -9.8% |
| 5Y | -35.1% | +100.9% | -136.0% | -59.1% |
| All | -68.6% | +197.1% | -265.7% | -84.1% |
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