+14.2%
LMT vs ADM
+45.4%
-31.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -0.2% | +2.5% | -2.7% | -0.6% |
| 30D | -13.1% | +9.5% | -22.5% | -14.4% |
| 3M | -3.9% | +10.6% | -14.5% | -5.9% |
| 6M | -18.3% | +24.0% | -42.3% | -22.6% |
| YTD | +10.3% | +54.0% | -43.6% | -3.3% |
| 1Y | +14.2% | +45.3% | -31.1% | +1.4% |
| All | +14.2% | +45.4% | -31.2% | +1.4% |
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