+16.0%
LMT vs ALC
-13.3%
+29.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.1% |
| 7D | -1.3% | -5.3% | +3.9% | -0.7% |
| 30D | -12.5% | -7.1% | -5.4% | -11.8% |
| 3M | -0.5% | +0.8% | -1.2% | -0.5% |
| 6M | -20.0% | -16.0% | -4.0% | -19.7% |
| YTD | +10.4% | -12.7% | +23.1% | +10.4% |
| All | +16.0% | -13.3% | +29.3% | +16.1% |
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