+37.3%
LMT vs ADP
+13.9%
+23.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.5% | +5.5% | +2.6% |
| 7D | -1.5% | -5.5% | +3.9% | -0.6% |
| 30D | -8.2% | -1.2% | -7.0% | -8.1% |
| 3M | +3.7% | +17.9% | -14.1% | +0.4% |
| 6M | -19.2% | +20.3% | -39.5% | -22.0% |
| YTD | +12.9% | +5.8% | +7.0% | +12.6% |
| 1Y | +19.8% | -7.7% | +27.5% | +24.0% |
| 3Y | +37.3% | +14.7% | +22.5% | +38.9% |
| All | +37.3% | +13.9% | +23.4% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling