-19.9%
LMT vs ADP
+30.1%
-50.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.6% | -1.2% |
| 7D | -6.3% | -3.4% | -2.8% | -5.9% |
| 30D | -8.5% | +2.8% | -11.3% | -8.7% |
| 3M | +1.8% | +20.9% | -19.1% | -0.9% |
| 6M | -19.9% | +29.9% | -49.8% | -23.9% |
| All | -19.9% | +30.1% | -50.0% | -23.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling