+74.4%
LMT vs ADP
+47.6%
+26.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.5% | +5.5% | +2.8% |
| 7D | -1.5% | -5.5% | +3.9% | -0.4% |
| 30D | -8.2% | -1.2% | -7.0% | -8.1% |
| 3M | +3.7% | +17.9% | -14.1% | -0.2% |
| 6M | -19.2% | +20.3% | -39.5% | -22.7% |
| YTD | +12.9% | +5.8% | +7.0% | +11.4% |
| 1Y | +19.8% | -7.7% | +27.5% | +22.5% |
| 3Y | +37.3% | +14.7% | +22.5% | +32.5% |
| 5Y | +74.4% | +45.8% | +28.6% | +55.7% |
| All | +74.4% | +47.6% | +26.8% | +55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling