+194.3%
LMT vs ADM
+127.5%
+66.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | +4.8% | +0.7% | +4.1% | +4.6% |
| 30D | +19.9% | -14.7% | +34.6% | +25.6% |
| 3M | +0.2% | -10.4% | +10.6% | +3.1% |
| 6M | +17.4% | -10.9% | +28.4% | +20.6% |
| YTD | +27.2% | +26.0% | +1.2% | +16.1% |
| 1Y | +35.6% | +26.5% | +9.1% | +23.5% |
| 3Y | +47.1% | +8.2% | +38.9% | +36.8% |
| 5Y | +103.7% | +24.0% | +79.7% | +73.6% |
| All | +194.3% | +127.5% | +66.8% | +86.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling