+71.8%
LMT vs AA
+15.6%
+56.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -2.1% |
| 7D | -1.3% | -0.6% | -0.7% | -1.3% |
| 30D | -12.5% | -1.6% | -11.0% | -12.5% |
| 3M | -0.5% | -29.8% | +29.3% | +1.5% |
| 6M | -20.0% | -16.6% | -3.4% | -19.5% |
| YTD | +10.4% | -4.0% | +14.4% | +10.1% |
| 1Y | +17.7% | +63.5% | -45.8% | +13.7% |
| 3Y | +34.3% | +86.8% | -52.5% | +25.5% |
| 5Y | +71.8% | +12.4% | +59.4% | +64.3% |
| All | +71.8% | +15.6% | +56.2% | +64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling