+107.6%
LMT vs ADM
+24.7%
+82.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.2% | +0.7% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | +19.2% | -11.8% | +31.0% | +22.0% |
| 3M | +2.7% | -11.3% | +14.0% | +4.8% |
| 6M | +20.6% | -10.0% | +30.6% | +22.4% |
| YTD | +28.4% | +25.9% | +2.5% | +20.7% |
| 1Y | +36.9% | +26.7% | +10.3% | +28.4% |
| 3Y | +48.5% | +8.1% | +40.4% | +41.7% |
| 5Y | +107.6% | +23.5% | +84.1% | +90.6% |
| All | +107.6% | +24.7% | +82.9% | +90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling