+6,531.4%
LMT vs ALB
+2,138.3%
+4,393.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | +0.1% | +1.0% |
| 7D | +2.5% | +1.1% | +1.5% | +2.3% |
| 30D | +19.2% | -2.6% | +21.8% | +19.3% |
| 3M | +2.7% | -25.6% | +28.2% | +6.8% |
| 6M | +20.6% | -54.0% | +74.6% | +34.4% |
| YTD | +28.4% | -31.6% | +60.0% | +32.9% |
| 1Y | +36.9% | -6.6% | +43.5% | +34.5% |
| 3Y | +48.5% | -14.0% | +62.5% | +38.4% |
| 5Y | +107.6% | -62.5% | +170.1% | +115.0% |
| 10Y | +206.5% | +36.3% | +170.2% | +125.2% |
| All | +6,531.4% | +2,138.3% | +4,393.1% | +2,748.0% |
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 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