+37.3%
LMT vs AA
+89.1%
-51.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.5% | -1.5% | +2.0% |
| 7D | -1.5% | +1.7% | -3.2% | -1.6% |
| 30D | -8.2% | +3.3% | -11.6% | -8.4% |
| 3M | +3.7% | -29.4% | +33.1% | +4.8% |
| 6M | -19.2% | -12.8% | -6.4% | -18.9% |
| YTD | +12.9% | -2.1% | +15.0% | +13.0% |
| 1Y | +19.8% | +62.8% | -43.0% | +19.4% |
| 3Y | +37.3% | +90.5% | -53.2% | +36.0% |
| All | +37.3% | +89.1% | -51.9% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling