+999.8%
LMT vs ACM
+250.9%
+749.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.7% | +1.3% |
| 7D | +2.5% | +3.0% | -0.5% | +1.8% |
| 30D | +19.2% | +19.7% | -0.5% | +14.3% |
| 3M | +2.7% | +5.3% | -2.6% | +1.0% |
| 6M | +20.6% | -10.8% | +31.4% | +22.6% |
| YTD | +28.4% | -25.1% | +53.5% | +35.3% |
| 1Y | +36.9% | -45.8% | +82.7% | +55.2% |
| 3Y | +48.5% | -9.4% | +57.9% | +47.6% |
| 5Y | +107.6% | +4.8% | +102.8% | +96.8% |
| 10Y | +206.5% | +129.8% | +76.7% | +132.0% |
| All | +999.8% | +250.9% | +749.0% | +602.6% |
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