+11,275.8%
LMT vs ADP
+11,097.1%
+178.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.6% | -0.8% |
| 7D | -6.3% | -3.4% | -2.8% | -5.3% |
| 30D | -8.5% | +2.8% | -11.3% | -9.3% |
| 3M | +1.8% | +20.9% | -19.1% | -4.1% |
| 6M | -19.9% | +29.9% | -49.8% | -26.5% |
| YTD | +10.6% | +9.6% | +0.9% | +6.5% |
| 1Y | +17.9% | -5.3% | +23.2% | +18.5% |
| 3Y | +27.0% | +16.5% | +10.5% | +19.0% |
| 5Y | +68.7% | +49.4% | +19.3% | +44.5% |
| 10Y | +181.1% | +282.2% | -101.1% | +81.5% |
| All | +11,275.8% | +11,097.1% | +178.7% | +3,704.5% |
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