+35.1%
LMT vs ADM
+20.9%
+14.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.4% | -4.6% | -2.5% |
| 7D | -1.3% | +1.4% | -2.7% | -1.5% |
| 30D | -12.5% | +8.2% | -20.7% | -13.5% |
| 3M | -0.5% | +8.7% | -9.2% | -1.8% |
| 6M | -20.0% | +29.1% | -49.1% | -23.3% |
| YTD | +10.4% | +53.7% | -43.3% | +3.2% |
| 1Y | +17.7% | +43.2% | -25.5% | +10.9% |
| All | +35.1% | +20.9% | +14.1% | +37.0% |
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