+818.3%
LMT vs ACWI
+356.8%
+461.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -6.3% | +0.5% | -6.8% | -6.5% |
| 30D | -8.5% | +0.9% | -9.4% | -9.0% |
| 3M | +1.8% | +2.4% | -0.6% | +0.1% |
| 6M | -19.9% | +12.4% | -32.3% | -25.7% |
| YTD | +10.6% | +15.2% | -4.6% | +1.1% |
| 1Y | +17.9% | +22.7% | -4.8% | +3.7% |
| 3Y | +27.0% | +75.8% | -48.8% | -11.9% |
| 5Y | +68.7% | +67.7% | +0.9% | +18.1% |
| 10Y | +181.1% | +229.0% | -47.9% | +27.2% |
| All | +818.3% | +356.8% | +461.5% | +215.2% |
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