+12,961.6%
LMT vs ADP
+12,298.0%
+663.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +2.2% |
| 7D | -5.6% | +3.2% | -8.8% | -6.6% |
| 30D | +18.4% | +12.8% | +5.6% | +14.1% |
| 3M | +0.6% | +12.3% | -11.7% | -3.0% |
| 6M | +20.6% | +45.4% | -24.8% | +7.2% |
| YTD | +27.0% | +21.4% | +5.6% | +18.4% |
| 1Y | +36.9% | +23.7% | +13.1% | +26.9% |
| 3Y | +46.9% | +43.6% | +3.2% | +29.3% |
| 5Y | +104.2% | +48.7% | +55.5% | +75.1% |
| 10Y | +205.2% | +316.1% | -110.9% | +91.9% |
| All | +12,961.6% | +12,298.0% | +663.5% | +4,130.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling