+14.2%
LMT vs AGG
-0.7%
+14.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -0.2% | -1.1% | +0.8% | -0.3% |
| 30D | -13.1% | -1.1% | -11.9% | -13.1% |
| 3M | -3.9% | -1.9% | -1.9% | -3.7% |
| 6M | -18.3% | -1.7% | -16.5% | -18.0% |
| YTD | +10.3% | -1.3% | +11.6% | +10.5% |
| 1Y | +14.2% | -0.7% | +15.0% | +15.5% |
| All | +14.2% | -0.7% | +14.9% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling