+185.8%
LMT vs AGG
+14.2%
+171.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -0.2% | -1.1% | +0.8% | -0.2% |
| 30D | -13.1% | -1.1% | -11.9% | -13.1% |
| 3M | -3.9% | -1.9% | -1.9% | -3.9% |
| 6M | -18.3% | -1.7% | -16.5% | -18.3% |
| YTD | +10.3% | -1.3% | +11.6% | +10.3% |
| 1Y | +14.2% | -0.7% | +15.0% | +14.2% |
| 3Y | +35.0% | +12.5% | +22.5% | +35.6% |
| 5Y | +73.2% | -2.5% | +75.7% | +66.7% |
| All | +185.8% | +14.2% | +171.6% | +207.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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