+891.4%
LMT vs ACWI
+330.0%
+561.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.6% |
| 7D | -11.0% | -2.4% | -8.6% | -9.8% |
| 30D | +13.6% | -5.2% | +18.8% | +16.9% |
| 3M | -2.1% | -4.8% | +2.7% | +0.4% |
| 6M | +11.7% | -1.3% | +13.0% | +11.8% |
| YTD | +19.4% | +8.4% | +11.0% | +12.7% |
| 1Y | +24.1% | +11.0% | +13.0% | +15.3% |
| 3Y | +36.2% | +70.6% | -34.4% | -4.2% |
| 5Y | +90.7% | +55.3% | +35.4% | +39.4% |
| 10Y | +212.5% | +223.2% | -10.7% | +42.4% |
| All | +891.4% | +330.0% | +561.5% | +251.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling