+12,808.2%
LMT vs ADP
+12,480.3%
+327.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.5% |
| 7D | +5.1% | +2.2% | +2.9% | +4.4% |
| 30D | +14.1% | +10.6% | +3.6% | +10.7% |
| 3M | +0.3% | +12.9% | -12.6% | -3.5% |
| 6M | +16.1% | +50.6% | -34.5% | +2.1% |
| YTD | +25.5% | +23.2% | +2.3% | +16.5% |
| 1Y | +34.1% | +25.3% | +8.9% | +23.9% |
| 3Y | +45.1% | +47.1% | -2.0% | +26.8% |
| 5Y | +100.9% | +50.1% | +50.9% | +71.9% |
| 10Y | +199.4% | +323.6% | -124.2% | +87.3% |
| All | +12,808.2% | +12,480.3% | +327.9% | +4,062.9% |
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 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