+187.0%
LMT vs ALB
+80.1%
+106.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -1.9% |
| 7D | -1.3% | -8.6% | +7.3% | -0.5% |
| 30D | -12.5% | -4.0% | -8.5% | -12.2% |
| 3M | -0.5% | -17.4% | +16.9% | +1.1% |
| 6M | -20.0% | -25.4% | +5.3% | -18.4% |
| YTD | +10.4% | -10.5% | +20.9% | +10.2% |
| 1Y | +17.7% | +75.8% | -58.1% | +9.2% |
| 3Y | +34.3% | -28.5% | +62.8% | +34.4% |
| 5Y | +71.8% | -45.1% | +116.9% | +72.3% |
| 10Y | +187.0% | +87.3% | +99.7% | +110.2% |
| All | +187.0% | +80.1% | +106.9% | +110.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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