+35.1%
LMT vs A
+29.6%
+5.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.1% |
| 7D | -1.3% | -4.4% | +3.1% | -1.1% |
| 30D | -12.5% | -2.7% | -9.8% | -12.4% |
| 3M | -0.5% | +7.0% | -7.5% | -1.0% |
| 6M | -20.0% | +24.6% | -44.6% | -21.2% |
| YTD | +10.4% | +7.0% | +3.4% | +9.8% |
| 1Y | +17.7% | +15.6% | +2.1% | +16.3% |
| All | +35.1% | +29.6% | +5.5% | +30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling