+185.8%
LMT vs AKAM
+103.9%
+81.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -0.2% | +1.5% | -1.7% | -0.4% |
| 30D | -13.1% | -13.0% | 0.0% | -11.6% |
| 3M | -3.9% | -19.4% | +15.5% | -1.6% |
| 6M | -18.3% | +0.3% | -18.6% | -20.2% |
| YTD | +10.3% | +22.4% | -12.1% | +3.6% |
| 1Y | +14.2% | +34.8% | -20.6% | +5.2% |
| 3Y | +35.0% | +1.9% | +33.0% | +27.6% |
| 5Y | +73.2% | -4.6% | +77.8% | +63.7% |
| All | +185.8% | +103.9% | +81.9% | +131.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling