+17.2%
LMT vs AG
+119.5%
-102.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.9% | +5.9% | +1.2% |
| 7D | -0.5% | -5.8% | +5.3% | -0.4% |
| 30D | -10.8% | +6.4% | -17.1% | -10.9% |
| 3M | +1.6% | +28.4% | -26.8% | +0.6% |
| 6M | -17.6% | -24.5% | +6.9% | -16.9% |
| YTD | +11.6% | +21.2% | -9.6% | +9.0% |
| 1Y | +17.2% | +114.1% | -96.9% | +10.8% |
| All | +17.2% | +119.5% | -102.2% | +10.8% |
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