+25.9%
LMT vs ADM
+29.8%
-4.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.3% | -7.2% | -6.9% |
| 7D | -5.5% | -8.3% | +2.8% | -4.5% |
| 30D | +17.5% | -14.1% | +31.6% | +19.8% |
| 3M | +1.6% | -10.7% | +12.3% | +2.7% |
| 6M | +16.3% | -5.9% | +22.2% | +15.0% |
| YTD | +25.3% | +25.8% | -0.5% | +10.0% |
| 1Y | +25.9% | +21.3% | +4.6% | +11.4% |
| All | +25.9% | +29.8% | -4.0% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 1y: compounded portfolio wealth divided by compounded ADM 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…
1y analysis · Full analysis span regression · 6 months rolling