+185.8%
LMT vs AGI
+392.3%
-206.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.1% |
| 7D | -0.2% | -2.7% | +2.5% | -0.1% |
| 30D | -13.1% | +7.2% | -20.3% | -13.4% |
| 3M | -3.9% | +4.3% | -8.1% | -4.1% |
| 6M | -18.3% | -27.1% | +8.8% | -17.5% |
| YTD | +10.3% | -6.6% | +16.9% | +10.2% |
| 1Y | +14.2% | +9.5% | +4.7% | +13.2% |
| 3Y | +35.0% | +208.4% | -173.5% | +28.1% |
| 5Y | +73.2% | +401.6% | -328.4% | +60.8% |
| All | +185.8% | +392.3% | -206.5% | +169.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling