+25.9%
LMT vs ALC
+4.2%
+21.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +6.8% | -13.7% | -7.5% |
| 7D | -5.5% | +10.7% | -16.2% | -6.7% |
| 30D | +17.5% | +20.2% | -2.7% | +14.7% |
| 3M | +1.6% | +8.9% | -7.3% | +0.2% |
| 6M | +16.3% | +5.7% | +10.6% | +14.0% |
| YTD | +25.3% | -1.4% | +26.7% | +22.6% |
| 1Y | +25.9% | +4.7% | +21.1% | +21.6% |
| All | +25.9% | +4.2% | +21.7% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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