+202.1%
LMT vs ACWI
+226.8%
-24.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.1% | +2.3% |
| 7D | -8.5% | +0.3% | -8.9% | -8.8% |
| 30D | +15.4% | -2.8% | +18.3% | +17.0% |
| 3M | +0.7% | -3.2% | +3.8% | +2.2% |
| 6M | +17.6% | +1.3% | +16.3% | +16.1% |
| YTD | +23.8% | +11.2% | +12.6% | +15.5% |
| 1Y | +31.6% | +13.8% | +17.9% | +21.1% |
| 3Y | +44.0% | +76.2% | -32.2% | -0.9% |
| 5Y | +98.8% | +59.5% | +39.4% | +44.6% |
| 10Y | +202.1% | +222.2% | -20.1% | +37.8% |
| All | +202.1% | +226.8% | -24.7% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling