+185.8%
LMT vs AA
+122.9%
+62.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -0.2% | -3.4% | +3.2% | +0.1% |
| 30D | -13.1% | -5.8% | -7.3% | -12.7% |
| 3M | -3.9% | -29.9% | +26.0% | -0.8% |
| 6M | -18.3% | -27.0% | +8.8% | -16.4% |
| YTD | +10.3% | -8.7% | +19.1% | +10.2% |
| 1Y | +14.2% | +50.6% | -36.4% | +8.2% |
| 3Y | +35.0% | +74.1% | -39.1% | +21.8% |
| 5Y | +73.2% | +2.6% | +70.6% | +59.8% |
| All | +185.8% | +122.9% | +62.9% | +105.1% |
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