+71.8%
LMT vs A
-16.2%
+88.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.1% |
| 7D | -1.3% | -4.4% | +3.1% | -1.0% |
| 30D | -12.5% | -2.7% | -9.8% | -12.4% |
| 3M | -0.5% | +7.0% | -7.5% | -1.1% |
| 6M | -20.0% | +24.6% | -44.6% | -21.5% |
| YTD | +10.4% | +7.0% | +3.4% | +9.6% |
| 1Y | +17.7% | +15.6% | +2.1% | +16.0% |
| 3Y | +34.3% | +29.9% | +4.4% | +29.8% |
| 5Y | +71.8% | -15.4% | +87.2% | +67.2% |
| All | +71.8% | -16.2% | +88.1% | +67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling