+36.2%
LMT vs ACGL
+31.5%
+4.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -1.0% |
| 7D | -11.0% | +0.9% | -11.8% | -11.2% |
| 30D | +13.6% | +13.7% | -0.1% | +10.6% |
| 3M | -2.1% | +8.0% | -10.2% | -3.8% |
| 6M | +11.7% | +13.3% | -1.6% | +8.8% |
| YTD | +19.4% | +11.8% | +7.5% | +16.2% |
| 1Y | +24.1% | +22.2% | +1.8% | +18.5% |
| 3Y | +36.2% | +32.5% | +3.7% | +27.1% |
| All | +36.2% | +31.5% | +4.7% | +27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling