+35.4%
LMT vs ACM
-45.0%
+80.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.5% |
| 7D | -5.6% | +6.6% | -12.2% | -6.1% |
| 30D | +18.4% | +19.8% | -1.4% | +16.5% |
| 3M | +0.6% | -3.1% | +3.7% | +0.9% |
| 6M | +20.6% | -11.5% | +32.1% | +21.6% |
| YTD | +27.0% | -24.7% | +51.6% | +29.7% |
| All | +35.4% | -45.0% | +80.3% | +42.8% |
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