+45.1%
LMT vs ADM
+11.2%
+33.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -4.1% | -1.6% |
| 7D | +5.1% | +4.2% | +0.9% | +4.6% |
| 30D | +14.1% | -12.8% | +27.0% | +15.9% |
| 3M | +0.3% | -8.5% | +8.8% | +1.1% |
| 6M | +16.1% | -10.9% | +27.0% | +17.3% |
| YTD | +25.5% | +29.4% | -4.0% | +20.2% |
| 1Y | +34.1% | +27.5% | +6.6% | +28.6% |
| 3Y | +45.1% | +10.3% | +34.7% | +35.8% |
| All | +45.1% | +11.2% | +33.9% | +35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling