+34.4%
LMT vs ADVB
-96.8%
+131.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -23.6% | +22.2% | -1.3% |
| 7D | +5.1% | +27.8% | -22.7% | +5.1% |
| 30D | +14.1% | -50.8% | +64.9% | +14.3% |
| 3M | +0.3% | -70.5% | +70.8% | +0.7% |
| 6M | +16.1% | -46.7% | +62.8% | +18.7% |
| YTD | +25.5% | -56.7% | +82.1% | +28.6% |
| 1Y | +34.1% | -71.8% | +105.9% | +36.3% |
| All | +34.4% | -96.8% | +131.2% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling