+17.9%
LMT vs ACI
-32.3%
+50.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.5% |
| 7D | -6.3% | +0.2% | -6.4% | -6.3% |
| 30D | -8.5% | +5.9% | -14.4% | -8.1% |
| 3M | +1.8% | -19.8% | +21.6% | +2.5% |
| 6M | -19.9% | -24.7% | +4.8% | -18.7% |
| YTD | +10.6% | -24.4% | +35.0% | +12.2% |
| 1Y | +17.9% | -31.5% | +49.4% | +21.4% |
| All | +17.9% | -32.3% | +50.3% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling