+189.0%
LMT vs AG
+73.4%
+115.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.9% | +5.9% | +1.2% |
| 7D | -0.5% | -5.8% | +5.3% | -0.3% |
| 30D | -10.8% | +6.4% | -17.1% | -11.0% |
| 3M | +1.6% | +28.4% | -26.8% | +0.5% |
| 6M | -17.6% | -24.5% | +6.9% | -17.1% |
| YTD | +11.6% | +21.2% | -9.6% | +10.0% |
| 1Y | +17.2% | +114.1% | -96.9% | +12.9% |
| 3Y | +35.7% | +268.0% | -232.3% | +26.3% |
| 5Y | +75.2% | +67.3% | +7.9% | +66.5% |
| All | +189.0% | +73.4% | +115.6% | +170.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling