+25.9%
LMT vs AGI
-1.1%
+27.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +10.8% | -17.7% | -6.5% |
| 7D | -5.5% | -5.3% | -0.2% | -5.3% |
| 30D | +17.5% | -7.1% | +24.6% | +17.7% |
| 3M | +1.6% | +4.4% | -2.8% | +1.3% |
| 6M | +16.3% | -23.0% | +39.3% | +17.0% |
| YTD | +25.3% | -22.0% | +47.3% | +28.5% |
| 1Y | +25.9% | +0.3% | +25.6% | +32.7% |
| All | +25.9% | -1.1% | +27.0% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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