+35.0%
LMT vs AFL
+63.5%
-28.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | -0.2% | -1.6% | +1.4% | +0.2% |
| 30D | -13.1% | -4.0% | -9.0% | -12.1% |
| 3M | -3.9% | -0.5% | -3.4% | -3.8% |
| 6M | -18.3% | +6.5% | -24.8% | -19.7% |
| YTD | +10.3% | +6.2% | +4.2% | +8.3% |
| 1Y | +14.2% | +8.3% | +6.0% | +11.3% |
| 3Y | +35.0% | +62.5% | -27.6% | +14.1% |
| All | +35.0% | +63.5% | -28.6% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling