-27.8%
AAL vs LMT
+1,460.5%
-1,488.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.7% | +2.1% |
| 7D | -3.7% | -6.3% | +2.5% | +0.1% |
| 30D | -20.8% | -8.5% | -12.3% | -16.8% |
| 3M | -1.3% | +1.8% | -3.1% | -4.4% |
| 6M | +5.4% | -19.9% | +25.3% | +18.1% |
| YTD | -14.4% | +10.6% | -24.9% | -23.6% |
| 1Y | +2.1% | +17.9% | -15.9% | -13.4% |
| 3Y | -10.6% | +27.0% | -37.5% | -32.7% |
| 5Y | -32.2% | +68.7% | -100.9% | -62.0% |
| 10Y | -62.7% | +181.1% | -243.8% | -87.5% |
| All | -27.8% | +1,460.5% | -1,488.3% | -93.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling