+103.7%
LMT vs AA
-16.1%
+119.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.5% | -0.9% |
| 7D | +4.8% | +5.3% | -0.4% | +4.5% |
| 30D | +19.9% | -2.3% | +22.1% | +19.9% |
| 3M | +0.2% | -20.8% | +21.0% | +1.3% |
| 6M | +17.4% | -39.8% | +57.2% | +20.4% |
| YTD | +27.2% | -23.3% | +50.4% | +28.3% |
| 1Y | +35.6% | +1.8% | +33.8% | +34.8% |
| 3Y | +47.1% | +69.5% | -22.4% | +38.1% |
| 5Y | +103.7% | -18.0% | +121.6% | +101.4% |
| All | +103.7% | -16.1% | +119.7% | +101.4% |
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