-35.9%
AAL vs LMT
+71.0%
-107.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.2% |
| 7D | -1.3% | -1.3% | 0.0% | -1.3% |
| 30D | -13.7% | -12.5% | -1.2% | -14.0% |
| 3M | -8.2% | -0.5% | -7.7% | -8.0% |
| 6M | +13.1% | -20.0% | +33.1% | +13.2% |
| YTD | -15.6% | +10.4% | -26.0% | -16.2% |
| 1Y | +1.4% | +17.7% | -16.3% | +0.5% |
| 3Y | -7.4% | +34.3% | -41.7% | -9.1% |
| 5Y | -35.9% | +71.8% | -107.8% | -46.0% |
| All | -35.9% | +71.0% | -107.0% | -46.0% |
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