+25.9%
LMT vs ACM
-46.6%
+72.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.9% | -9.8% | -7.1% |
| 7D | -5.5% | +9.5% | -15.0% | -6.2% |
| 30D | +17.5% | +14.7% | +2.7% | +16.1% |
| 3M | +1.6% | -9.5% | +11.1% | +2.5% |
| 6M | +16.3% | -18.0% | +34.4% | +18.2% |
| YTD | +25.3% | -27.3% | +52.5% | +28.2% |
| 1Y | +25.9% | -47.0% | +72.9% | +30.8% |
| All | +25.9% | -46.6% | +72.4% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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