+17.9%
LMT vs AFL
+11.7%
+6.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.3% |
| 7D | -6.3% | +0.6% | -6.9% | -6.4% |
| 30D | -8.5% | -6.2% | -2.3% | -7.6% |
| 3M | +1.8% | +2.2% | -0.4% | +1.7% |
| 6M | -19.9% | +5.3% | -25.2% | -20.3% |
| YTD | +10.6% | +8.0% | +2.6% | +9.1% |
| 1Y | +17.9% | +10.2% | +7.7% | +16.3% |
| All | +17.9% | +11.7% | +6.3% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 1y: compounded portfolio wealth divided by compounded AFL 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…
1y analysis · Full analysis span regression · 6 months rolling