+5,238.6%
LMT vs AKAM
-4.0%
+5,242.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | -1.5% | -0.8% | -0.7% | -1.5% |
| 30D | -8.2% | -4.5% | -3.8% | -8.0% |
| 3M | +3.7% | -25.6% | +29.3% | +5.4% |
| 6M | -19.2% | +5.7% | -24.9% | -20.1% |
| YTD | +12.9% | +21.0% | -8.2% | +10.5% |
| 1Y | +19.8% | +33.9% | -14.1% | +16.4% |
| 3Y | +37.3% | +0.9% | +36.4% | +34.7% |
| 5Y | +74.4% | -6.9% | +81.2% | +71.2% |
| 10Y | +188.9% | +97.4% | +91.5% | +170.1% |
| All | +5,238.6% | -4.0% | +5,242.6% | +3,963.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling