+187.0%
LMT vs ADP
+270.4%
-83.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.8% |
| 7D | -1.3% | -5.7% | +4.3% | +0.8% |
| 30D | -12.5% | -3.1% | -9.4% | -11.6% |
| 3M | -0.5% | +15.6% | -16.1% | -6.2% |
| 6M | -20.0% | +20.8% | -40.8% | -26.3% |
| YTD | +10.4% | +4.7% | +5.7% | +7.3% |
| 1Y | +17.7% | -8.3% | +26.0% | +20.5% |
| 3Y | +34.3% | +13.6% | +20.7% | +24.4% |
| 5Y | +71.8% | +45.0% | +26.8% | +38.9% |
| 10Y | +187.0% | +279.0% | -92.0% | +68.9% |
| All | +187.0% | +270.4% | -83.4% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 10y: compounded portfolio wealth divided by compounded ADP 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…
10y analysis · Full analysis span regression · 6 months rolling