+847.0%
LMT vs ACM
+230.8%
+616.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.4% |
| 7D | -6.3% | -3.7% | -2.5% | -5.4% |
| 30D | -8.5% | -11.1% | +2.6% | -6.4% |
| 3M | +1.8% | -8.0% | +9.8% | +3.2% |
| 6M | -19.9% | -29.7% | +9.7% | -13.9% |
| YTD | +10.6% | -29.4% | +39.9% | +18.2% |
| 1Y | +17.9% | -46.4% | +64.4% | +34.1% |
| 3Y | +27.0% | -22.3% | +49.3% | +30.8% |
| 5Y | +68.7% | +4.5% | +64.2% | +59.9% |
| 10Y | +181.1% | +127.6% | +53.4% | +113.5% |
| All | +847.0% | +230.8% | +616.2% | +514.1% |
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