+74.4%
LMT vs ACM
+4.8%
+69.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.1% |
| 3M | +3.7% | -6.4% | +10.1% | +4.6% |
| 6M | -19.2% | -29.2% | +10.0% | -14.2% |
| YTD | +12.9% | -29.9% | +42.8% | +19.5% |
| 1Y | +19.8% | -47.3% | +67.1% | +34.3% |
| 3Y | +37.3% | -19.6% | +56.9% | +39.0% |
| 5Y | +74.4% | +5.5% | +68.9% | +63.7% |
| All | +74.4% | +4.8% | +69.6% | +63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling