+190.4%
LMT vs AG
+76.0%
+114.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -1.3% |
| 7D | +5.1% | -10.0% | +15.1% | +5.4% |
| 30D | +14.1% | -10.5% | +24.6% | +14.4% |
| 3M | +0.3% | -27.3% | +27.5% | +1.0% |
| 6M | +16.1% | -43.0% | +59.1% | +17.6% |
| YTD | +25.5% | -17.9% | +43.4% | +25.0% |
| 1Y | +34.1% | +11.9% | +22.2% | +32.2% |
| 3Y | +45.1% | +201.8% | -156.7% | +36.5% |
| 5Y | +100.9% | -0.1% | +101.0% | +94.5% |
| All | +190.4% | +76.0% | +114.4% | +169.9% |
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