+45.1%
LMT vs ABCL
+185.8%
-140.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.3% |
| 7D | +5.1% | -3.3% | +8.4% | +5.1% |
| 30D | +14.1% | -7.1% | +21.2% | +14.2% |
| 3M | +0.3% | +4.7% | -4.5% | +0.1% |
| 6M | +16.1% | +140.9% | -124.8% | +14.5% |
| YTD | +25.5% | +236.0% | -210.5% | +22.9% |
| 1Y | +34.1% | +217.4% | -183.3% | +31.5% |
| 3Y | +45.1% | +188.7% | -143.6% | +45.4% |
| All | +45.1% | +185.8% | -140.7% | +45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling