+35.4%
LMT vs ALB
-6.3%
+41.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.2% | +6.8% | +2.5% |
| 7D | -5.6% | +5.3% | -10.9% | -5.7% |
| 30D | +18.4% | -6.3% | +24.6% | +18.6% |
| 3M | +0.6% | -27.4% | +28.0% | +1.7% |
| 6M | +20.6% | -53.1% | +73.7% | +23.0% |
| YTD | +27.0% | -32.3% | +59.3% | +28.4% |
| All | +35.4% | -6.3% | +41.7% | +33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling