+32.6%
LMT vs ADVB
-97.4%
+130.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.5% | +0.2% | +3.7% |
| 7D | -8.5% | -1.2% | -7.3% | -8.5% |
| 30D | +15.4% | -61.4% | +76.8% | +15.6% |
| 3M | +0.7% | -67.8% | +68.5% | +0.9% |
| 6M | +17.6% | -66.9% | +84.5% | +19.7% |
| YTD | +23.8% | -64.9% | +88.7% | +26.9% |
| 1Y | +31.6% | -74.8% | +106.4% | +34.1% |
| All | +32.6% | -97.4% | +130.0% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling