+74.2%
LMT vs ACI
+25.9%
+48.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | -6.3% | +0.2% | -6.4% | -6.3% |
| 30D | -8.5% | +5.9% | -14.4% | -8.8% |
| 3M | +1.8% | -19.8% | +21.6% | +3.2% |
| 6M | -19.9% | -24.7% | +4.8% | -18.4% |
| YTD | +10.6% | -24.4% | +35.0% | +12.7% |
| 1Y | +17.9% | -31.5% | +49.4% | +21.2% |
| 3Y | +27.0% | -38.7% | +65.6% | +31.5% |
| 5Y | +68.7% | -42.8% | +111.5% | +73.6% |
| All | +74.2% | +25.9% | +48.3% | +70.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling