+35.1%
LMT vs AG
+278.6%
-243.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.2% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | -12.5% | +12.5% | -25.0% | -12.7% |
| 3M | -0.5% | +28.2% | -28.6% | -1.0% |
| 6M | -20.0% | -18.8% | -1.2% | -19.8% |
| YTD | +10.4% | +27.4% | -17.0% | +9.4% |
| 1Y | +17.7% | +132.2% | -114.5% | +15.5% |
| All | +35.1% | +278.6% | -243.6% | +31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling