+190.4%
LMT vs ALB
+32.4%
+158.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.2% |
| 7D | +5.1% | -5.8% | +10.9% | +5.6% |
| 30D | +14.1% | -4.5% | +18.7% | +14.4% |
| 3M | +0.3% | -28.1% | +28.4% | +3.1% |
| 6M | +16.1% | -53.2% | +69.3% | +24.0% |
| YTD | +25.5% | -33.3% | +58.8% | +28.4% |
| 1Y | +34.1% | -17.4% | +51.6% | +34.2% |
| 3Y | +45.1% | -14.1% | +59.2% | +38.7% |
| 5Y | +100.9% | -64.0% | +165.0% | +112.8% |
| All | +190.4% | +32.4% | +158.0% | +121.0% |
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