+36.2%
LMT vs ABCL
+156.0%
-119.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.7% | -8.3% | -1.6% |
| 7D | -11.0% | -3.2% | -7.8% | -10.9% |
| 30D | +13.6% | -7.4% | +21.0% | +13.6% |
| 3M | -2.1% | +81.9% | -84.0% | -3.1% |
| 6M | +11.7% | +135.7% | -124.0% | +10.1% |
| YTD | +19.4% | +247.4% | -228.0% | +16.8% |
| 1Y | +24.1% | +162.3% | -138.2% | +21.5% |
| 3Y | +36.2% | +165.5% | -129.3% | +35.2% |
| All | +36.2% | +156.0% | -119.9% | +35.2% |
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