+1,878.1%
LMT vs AGI
+5,453.2%
-3,575.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.2% |
| 7D | -1.3% | +2.2% | -3.5% | -1.4% |
| 30D | -12.5% | +11.3% | -23.8% | -12.8% |
| 3M | -0.5% | +5.6% | -6.1% | -0.7% |
| 6M | -20.0% | -27.7% | +7.6% | -19.5% |
| YTD | +10.4% | -4.1% | +14.5% | +10.2% |
| 1Y | +17.7% | +13.8% | +3.9% | +16.9% |
| 3Y | +34.3% | +217.0% | -182.8% | +29.9% |
| 5Y | +71.8% | +404.3% | -332.5% | +64.1% |
| 10Y | +187.0% | +400.5% | -213.5% | +170.8% |
| All | +1,878.1% | +5,453.2% | -3,575.1% | +1,644.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling