+17.2%
LMT vs AA
+55.5%
-38.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.8% | +5.9% | +1.4% |
| 7D | -0.5% | -5.4% | +4.9% | -0.2% |
| 30D | -10.8% | -10.7% | -0.1% | -10.2% |
| 3M | +1.6% | -26.2% | +27.8% | +3.8% |
| 6M | -17.6% | -20.9% | +3.4% | -16.3% |
| YTD | +11.6% | -8.6% | +20.2% | +12.3% |
| 1Y | +17.2% | +57.4% | -40.2% | +19.7% |
| All | +17.2% | +55.5% | -38.3% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling