+73.0%
LMT vs ALB
-48.5%
+121.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -1.0% |
| 7D | -0.2% | -6.6% | +6.4% | 0.0% |
| 30D | -13.1% | -8.1% | -4.9% | -12.9% |
| 3M | -3.9% | -25.7% | +21.8% | -3.2% |
| 6M | -18.3% | -29.5% | +11.2% | -17.6% |
| YTD | +10.3% | -16.2% | +26.6% | +10.5% |
| 1Y | +14.2% | +59.2% | -45.0% | +12.5% |
| 3Y | +35.0% | -33.7% | +68.7% | +37.1% |
| All | +73.0% | -48.5% | +121.5% | +78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling