+73.0%
LMT vs AGI
+400.3%
-327.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.2% |
| 7D | -0.2% | -2.7% | +2.5% | -0.1% |
| 30D | -13.1% | +7.2% | -20.3% | -13.5% |
| 3M | -3.9% | +4.3% | -8.1% | -4.2% |
| 6M | -18.3% | -27.1% | +8.8% | -16.9% |
| YTD | +10.3% | -6.6% | +16.9% | +10.1% |
| 1Y | +14.2% | +9.5% | +4.7% | +12.4% |
| 3Y | +35.0% | +208.4% | -173.5% | +21.0% |
| All | +73.0% | +400.3% | -327.3% | +45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling