+44.0%
LMT vs ALB
-13.4%
+57.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.9% | +3.7% |
| 7D | -8.5% | +9.5% | -18.0% | -8.5% |
| 30D | +15.4% | -2.1% | +17.5% | +15.5% |
| 3M | +0.7% | -24.1% | +24.8% | +0.9% |
| 6M | +17.6% | -51.0% | +68.6% | +18.0% |
| YTD | +23.8% | -29.3% | +53.1% | +24.2% |
| 1Y | +31.6% | +3.2% | +28.5% | +32.2% |
| 3Y | +44.0% | -9.3% | +53.3% | +43.9% |
| All | +44.0% | -13.4% | +57.4% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling