+3,424.9%
LMT vs ACGL
+4,429.2%
-1,004.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.1% |
| 7D | -6.3% | -0.7% | -5.5% | -6.1% |
| 30D | -8.5% | -1.0% | -7.5% | -8.3% |
| 3M | +1.8% | +11.0% | -9.2% | -0.3% |
| 6M | -19.9% | -0.3% | -19.6% | -20.0% |
| YTD | +10.6% | +2.3% | +8.3% | +9.7% |
| 1Y | +17.9% | +6.4% | +11.6% | +16.0% |
| 3Y | +27.0% | +34.0% | -7.0% | +18.1% |
| 5Y | +68.7% | +161.6% | -93.0% | +35.7% |
| 10Y | +181.1% | +278.6% | -97.5% | +109.1% |
| All | +3,424.9% | +4,429.2% | -1,004.3% | +1,993.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling