+107.6%
LMT vs A
+14.4%
+93.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.7% | +1.2% |
| 7D | +2.5% | -0.1% | +2.6% | +2.5% |
| 30D | +19.2% | +3.3% | +15.9% | +18.9% |
| 3M | +2.7% | +18.5% | -15.9% | +1.3% |
| 6M | +20.6% | +59.3% | -38.7% | +16.3% |
| YTD | +28.4% | +31.0% | -2.6% | +25.6% |
| 1Y | +36.9% | +19.3% | +17.6% | +34.8% |
| 3Y | +48.5% | +66.8% | -18.3% | +40.8% |
| 5Y | +107.6% | +15.5% | +92.1% | +97.2% |
| All | +107.6% | +14.4% | +93.2% | +97.2% |
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