+99.9%
LMT vs ACWI
+58.7%
+41.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.1% | -1.3% |
| 7D | +5.1% | +2.4% | +2.7% | +4.7% |
| 30D | +14.1% | -1.7% | +15.8% | +14.4% |
| 3M | +0.3% | -3.9% | +4.2% | +1.0% |
| 6M | +16.1% | +0.8% | +15.3% | +15.6% |
| YTD | +25.5% | +11.0% | +14.4% | +22.2% |
| 1Y | +34.1% | +13.1% | +21.0% | +30.2% |
| 3Y | +45.1% | +73.9% | -28.8% | +26.4% |
| All | +99.9% | +58.7% | +41.1% | +68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling