+190.4%
LMT vs AA
+42.1%
+148.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.4% | -1.2% |
| 7D | +5.1% | +0.5% | +4.6% | +5.0% |
| 30D | +14.1% | -0.6% | +14.7% | +14.1% |
| 3M | +0.3% | -19.7% | +19.9% | +2.1% |
| 6M | +16.1% | -41.6% | +57.7% | +21.4% |
| YTD | +25.5% | -24.6% | +50.1% | +27.4% |
| 1Y | +34.1% | +4.9% | +29.3% | +31.8% |
| 3Y | +45.1% | +66.8% | -21.8% | +31.2% |
| 5Y | +100.9% | -19.4% | +120.4% | +90.7% |
| All | +190.4% | +42.1% | +148.3% | +118.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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