+71.8%
LMT vs ACI
-43.7%
+115.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -2.0% |
| 7D | -1.3% | -5.0% | +3.7% | -1.0% |
| 30D | -12.5% | -2.3% | -10.2% | -12.4% |
| 3M | -0.5% | -23.2% | +22.7% | +1.3% |
| 6M | -20.0% | -29.5% | +9.5% | -17.8% |
| YTD | +10.4% | -28.6% | +39.0% | +13.2% |
| 1Y | +17.7% | -34.0% | +51.7% | +21.7% |
| 3Y | +34.3% | -45.0% | +79.2% | +41.5% |
| 5Y | +71.8% | -44.0% | +115.8% | +77.1% |
| All | +71.8% | -43.7% | +115.5% | +77.1% |
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