+1,697.2%
ACN vs LMT
+2,604.6%
-907.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -2.8% |
| 7D | -1.5% | -6.3% | +4.7% | +0.7% |
| 30D | +9.4% | -8.5% | +17.9% | +12.7% |
| 3M | +5.6% | +1.8% | +3.8% | +4.6% |
| 6M | -9.3% | -19.9% | +10.7% | -2.4% |
| YTD | -29.0% | +10.6% | -39.5% | -32.2% |
| 1Y | -24.7% | +17.9% | -42.6% | -29.9% |
| 3Y | -39.8% | +27.0% | -66.8% | -46.9% |
| 5Y | -40.9% | +68.7% | -109.6% | -54.4% |
| 10Y | +91.1% | +181.1% | -90.0% | +20.3% |
| All | +1,697.2% | +2,604.6% | -907.4% | +577.6% |
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