+11,275.8%
LMT vs ADM
+1,908.9%
+9,366.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -6.3% | +3.8% | -10.0% | -7.1% |
| 30D | -8.5% | +9.8% | -18.2% | -10.4% |
| 3M | +1.8% | +2.1% | -0.3% | +1.1% |
| 6M | -19.9% | +27.5% | -47.4% | -24.5% |
| YTD | +10.6% | +50.2% | -39.6% | +0.6% |
| 1Y | +17.9% | +40.6% | -22.6% | +8.6% |
| 3Y | +27.0% | +17.2% | +9.7% | +19.2% |
| 5Y | +68.7% | +61.9% | +6.8% | +46.3% |
| 10Y | +181.1% | +159.3% | +21.8% | +117.0% |
| All | +11,275.8% | +1,908.9% | +9,366.9% | +5,284.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling