+989.1%
LMT vs ACM
+250.2%
+738.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +4.8% | +5.1% | -0.2% | +3.7% |
| 30D | +19.9% | +18.7% | +1.2% | +15.2% |
| 3M | +0.2% | +15.5% | -15.3% | -3.4% |
| 6M | +17.4% | +1.2% | +16.2% | +16.2% |
| YTD | +27.2% | -25.2% | +52.4% | +34.0% |
| 1Y | +35.6% | -46.3% | +81.9% | +54.1% |
| 3Y | +47.1% | -9.6% | +56.6% | +46.2% |
| 5Y | +103.7% | +4.4% | +99.3% | +93.2% |
| 10Y | +203.5% | +129.3% | +74.2% | +129.9% |
| All | +989.1% | +250.2% | +738.9% | +596.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling