+17.9%
LMT vs ABCL
+186.8%
-168.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.4% |
| 7D | -6.3% | +0.7% | -7.0% | -6.3% |
| 30D | -8.5% | +93.1% | -101.6% | -11.3% |
| 3M | +1.8% | +79.4% | -77.6% | -1.2% |
| 6M | -19.9% | +214.9% | -234.8% | -25.5% |
| YTD | +10.6% | +234.2% | -223.6% | +1.7% |
| 1Y | +17.9% | +174.8% | -156.8% | +11.7% |
| All | +17.9% | +186.8% | -168.9% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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