+46.9%
LMT vs AG
+227.5%
-180.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -5.9% | +8.4% | +2.6% |
| 7D | -5.6% | +6.0% | -11.6% | -5.7% |
| 30D | +18.4% | -13.5% | +31.9% | +18.6% |
| 3M | +0.6% | -20.7% | +21.3% | +0.9% |
| 6M | +20.6% | -31.5% | +52.1% | +21.1% |
| YTD | +27.0% | -10.1% | +37.1% | +26.3% |
| 1Y | +36.9% | +26.0% | +10.8% | +35.2% |
| 3Y | +46.9% | +228.9% | -182.0% | +41.4% |
| All | +46.9% | +227.5% | -180.6% | +41.4% |
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