+17.9%
LMT vs AG
+125.2%
-107.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.5% | -1.4% |
| 7D | -6.3% | +1.0% | -7.3% | -6.3% |
| 30D | -8.5% | +19.2% | -27.7% | -9.0% |
| 3M | +1.8% | +6.2% | -4.3% | +1.5% |
| 6M | -19.9% | -26.7% | +6.7% | -19.1% |
| YTD | +10.6% | +26.1% | -15.5% | +7.9% |
| 1Y | +17.9% | +131.7% | -113.7% | +11.1% |
| All | +17.9% | +125.2% | -107.3% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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