+75.9%
LMT vs ACHR
-42.6%
+118.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.1% | 0.0% | +2.1% |
| 7D | -1.5% | +4.9% | -6.4% | -1.6% |
| 30D | -8.2% | +4.3% | -12.5% | -8.3% |
| 3M | +3.7% | +1.7% | +2.0% | +3.7% |
| 6M | -19.2% | -6.9% | -12.3% | -19.2% |
| YTD | +12.9% | -22.5% | +35.3% | +12.9% |
| 1Y | +19.8% | -31.5% | +51.3% | +19.9% |
| 3Y | +37.3% | -14.4% | +51.7% | +37.9% |
| 5Y | +74.4% | -41.6% | +116.0% | +76.2% |
| All | +75.9% | -42.6% | +118.5% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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