+35.6%
LMT vs ADM
+27.8%
+7.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | +4.8% | +0.7% | +4.1% | +4.8% |
| 30D | +19.9% | -14.7% | +34.6% | +22.0% |
| 3M | +0.2% | -10.4% | +10.6% | +1.1% |
| 6M | +17.4% | -10.9% | +28.4% | +17.8% |
| YTD | +27.2% | +26.0% | +1.2% | +11.5% |
| 1Y | +35.6% | +26.5% | +9.1% | +19.4% |
| All | +35.6% | +27.8% | +7.8% | +19.4% |
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