+189.0%
LMT vs ACM
+131.7%
+57.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.8% | +1.5% |
| 7D | -0.5% | -5.9% | +5.4% | +1.1% |
| 30D | -10.8% | -6.2% | -4.6% | -9.6% |
| 3M | +1.6% | -7.9% | +9.5% | +3.1% |
| 6M | -17.6% | -30.6% | +13.1% | -10.0% |
| YTD | +11.6% | -33.3% | +44.9% | +22.5% |
| 1Y | +17.2% | -49.2% | +66.4% | +38.4% |
| 3Y | +35.7% | -23.5% | +59.2% | +40.2% |
| 5Y | +75.2% | +0.9% | +74.3% | +63.0% |
| All | +189.0% | +131.7% | +57.4% | +93.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling