+11,380.6%
LMT vs AFL
+18,431.1%
-7,050.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -0.5% | -3.3% | +2.8% | +0.2% |
| 30D | -10.8% | -5.0% | -5.8% | -9.8% |
| 3M | +1.6% | -1.8% | +3.4% | +1.9% |
| 6M | -17.6% | +4.8% | -22.4% | -18.4% |
| YTD | +11.6% | +5.4% | +6.2% | +10.2% |
| 1Y | +17.2% | +9.0% | +8.3% | +14.9% |
| 3Y | +35.7% | +63.0% | -27.3% | +21.7% |
| 5Y | +75.2% | +134.5% | -59.3% | +44.9% |
| 10Y | +190.1% | +298.6% | -108.5% | +113.0% |
| All | +11,380.6% | +18,431.1% | -7,050.5% | +4,457.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling