+190.4%
LMT vs A
+302.9%
-112.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.5% |
| 7D | +5.1% | -0.5% | +5.6% | +5.2% |
| 30D | +14.1% | 0.0% | +14.2% | +14.0% |
| 3M | +0.3% | +16.7% | -16.4% | -3.6% |
| 6M | +16.1% | +54.8% | -38.7% | +3.9% |
| YTD | +25.5% | +28.8% | -3.3% | +17.0% |
| 1Y | +34.1% | +19.3% | +14.8% | +27.4% |
| 3Y | +45.1% | +65.5% | -20.5% | +21.8% |
| 5Y | +100.9% | +12.1% | +88.9% | +87.3% |
| All | +190.4% | +302.9% | -112.5% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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