-25.8%
ACN vs LMT
+100.7%
-126.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.4% |
| 7D | -3.8% | +5.1% | -8.9% | -4.6% |
| 30D | +16.5% | +14.1% | +2.4% | +14.0% |
| 3M | +41.5% | +0.3% | +41.2% | +40.9% |
| 6M | +60.1% | +16.1% | +44.0% | +56.0% |
| YTD | -3.9% | +25.5% | -29.4% | -7.4% |
| 1Y | +4.1% | +34.1% | -30.0% | -0.4% |
| 3Y | -15.9% | +45.1% | -60.9% | -21.2% |
| All | -25.8% | +100.7% | -126.4% | -33.5% |
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