+95.1%
LMT vs ABCL
-81.0%
+176.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -1.0% |
| 7D | +4.8% | +4.4% | +0.4% | +4.8% |
| 30D | +19.9% | -7.9% | +27.7% | +19.9% |
| 3M | +0.2% | +12.2% | -12.0% | +0.1% |
| 6M | +17.4% | +134.7% | -117.3% | +16.9% |
| YTD | +27.2% | +239.8% | -212.6% | +26.4% |
| 1Y | +35.6% | +192.7% | -157.1% | +34.8% |
| 3Y | +47.1% | +187.6% | -140.5% | +47.0% |
| 5Y | +103.7% | -22.6% | +126.3% | +101.8% |
| All | +95.1% | -81.0% | +176.0% | +89.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling