+203.0%
LMT vs ACM
+132.1%
+70.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.4% |
| 7D | -5.6% | +6.6% | -12.2% | -7.2% |
| 30D | +18.4% | +19.8% | -1.4% | +12.9% |
| 3M | +0.6% | -3.1% | +3.7% | +0.9% |
| 6M | +20.6% | -11.5% | +32.1% | +23.2% |
| YTD | +27.0% | -24.7% | +51.6% | +34.7% |
| 1Y | +36.9% | -45.1% | +81.9% | +58.2% |
| 3Y | +46.9% | -8.9% | +55.7% | +44.6% |
| 5Y | +104.2% | +5.4% | +98.8% | +89.0% |
| All | +203.0% | +132.1% | +70.9% | +109.2% |
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