+107.6%
LMT vs ACI
-41.8%
+149.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.2% |
| 7D | +2.5% | -5.3% | +7.8% | +2.9% |
| 30D | +19.2% | +5.0% | +14.1% | +18.8% |
| 3M | +2.7% | +7.5% | -4.8% | +2.2% |
| 6M | +20.6% | -16.0% | +36.6% | +22.2% |
| YTD | +28.4% | -20.6% | +49.1% | +30.9% |
| 1Y | +36.9% | -23.5% | +60.5% | +40.2% |
| 3Y | +48.5% | -32.1% | +80.7% | +53.8% |
| 5Y | +107.6% | -42.5% | +150.1% | +115.2% |
| All | +107.6% | -41.8% | +149.4% | +115.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling