+11,275.8%
LMT vs AA
+295.2%
+10,980.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.1% |
| 7D | -6.3% | -0.7% | -5.6% | -6.2% |
| 30D | -8.5% | +5.0% | -13.5% | -9.3% |
| 3M | +1.8% | -35.8% | +37.7% | +7.7% |
| 6M | -19.9% | -18.4% | -1.5% | -18.6% |
| YTD | +10.6% | -5.5% | +16.0% | +9.8% |
| 1Y | +17.9% | +61.0% | -43.0% | +7.8% |
| 3Y | +27.0% | +66.2% | -39.3% | +10.5% |
| 5Y | +68.7% | +11.4% | +57.3% | +47.8% |
| 10Y | +181.1% | +116.9% | +64.2% | +95.3% |
| All | +11,275.8% | +295.2% | +10,980.7% | +5,738.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling