+17.9%
LMT vs AKAM
+35.6%
-17.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.4% |
| 7D | -6.3% | -2.1% | -4.2% | -6.2% |
| 30D | -8.5% | -13.9% | +5.4% | -8.5% |
| 3M | +1.8% | -33.8% | +35.6% | +2.3% |
| 6M | -19.9% | +2.2% | -22.1% | -20.9% |
| YTD | +10.6% | +20.6% | -10.0% | +8.8% |
| 1Y | +17.9% | +36.3% | -18.4% | +18.8% |
| All | +17.9% | +35.6% | -17.7% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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