+1,090.6%
LMT vs AG
+255.2%
+835.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -1.2% |
| 7D | +5.1% | -10.0% | +15.1% | +5.6% |
| 30D | +14.1% | -10.5% | +24.6% | +14.5% |
| 3M | +0.3% | -27.3% | +27.5% | +1.4% |
| 6M | +16.1% | -43.0% | +59.1% | +18.3% |
| YTD | +25.5% | -17.9% | +43.4% | +25.0% |
| 1Y | +34.1% | +11.9% | +22.2% | +31.6% |
| 3Y | +45.1% | +201.8% | -156.7% | +33.3% |
| 5Y | +100.9% | -0.1% | +101.0% | +92.0% |
| 10Y | +199.4% | +72.7% | +126.7% | +166.0% |
| All | +1,090.6% | +255.2% | +835.4% | +677.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling