+5,609.9%
LMT vs ALB
+2,835.3%
+2,774.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.0% | -0.8% |
| 7D | -6.3% | -8.1% | +1.8% | -5.1% |
| 30D | -8.5% | +6.3% | -14.8% | -9.5% |
| 3M | +1.8% | -23.6% | +25.4% | +5.6% |
| 6M | -19.9% | -24.6% | +4.7% | -17.4% |
| YTD | +10.6% | -10.3% | +20.8% | +10.3% |
| 1Y | +17.9% | +61.5% | -43.5% | +6.0% |
| 3Y | +27.0% | -34.0% | +60.9% | +25.2% |
| 5Y | +68.7% | -44.6% | +113.3% | +63.9% |
| 10Y | +181.1% | +76.1% | +105.0% | +99.2% |
| All | +5,609.9% | +2,835.3% | +2,774.7% | +2,263.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling