+188.9%
LMT vs ACGL
+263.8%
-74.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | +2.9% |
| 7D | -1.5% | -2.9% | +1.4% | -0.6% |
| 30D | -8.2% | -2.8% | -5.4% | -7.4% |
| 3M | +3.7% | +6.8% | -3.1% | +1.3% |
| 6M | -19.2% | -1.5% | -17.6% | -19.0% |
| YTD | +12.9% | -0.2% | +13.1% | +12.2% |
| 1Y | +19.8% | +5.3% | +14.5% | +16.6% |
| 3Y | +37.3% | +30.3% | +7.0% | +20.9% |
| 5Y | +74.4% | +151.8% | -77.4% | +14.9% |
| 10Y | +188.9% | +266.9% | -78.0% | +62.4% |
| All | +188.9% | +263.8% | -74.9% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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