+37.3%
LMT vs ACM
-19.8%
+57.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.2% |
| 7D | -1.5% | -0.3% | -1.2% | -1.5% |
| 30D | -8.2% | -12.9% | +4.7% | -6.5% |
| 3M | +3.7% | -6.4% | +10.1% | +4.4% |
| 6M | -19.2% | -29.2% | +10.0% | -15.2% |
| YTD | +12.9% | -29.9% | +42.8% | +18.1% |
| 1Y | +19.8% | -47.3% | +67.1% | +31.4% |
| 3Y | +37.3% | -19.6% | +56.9% | +41.4% |
| All | +37.3% | -19.8% | +57.1% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling