+89.9%
LMT vs ABCL
-79.5%
+169.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.2% | -1.5% | +3.7% |
| 7D | -8.5% | +12.4% | -21.0% | -8.6% |
| 30D | +15.4% | -0.4% | +15.8% | +15.4% |
| 3M | +0.7% | +80.4% | -79.7% | +0.3% |
| 6M | +17.6% | +138.5% | -120.9% | +17.1% |
| YTD | +23.8% | +265.5% | -241.7% | +23.0% |
| 1Y | +31.6% | +219.7% | -188.0% | +30.8% |
| 3Y | +44.0% | +209.4% | -165.4% | +43.9% |
| 5Y | +98.8% | -15.0% | +113.8% | +97.0% |
| All | +89.9% | -79.5% | +169.4% | +84.8% |
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