+111.8%
LMT vs ALC
+24.0%
+87.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.0% |
| 7D | -6.3% | -2.1% | -4.2% | -5.9% |
| 30D | -8.5% | -0.1% | -8.4% | -8.5% |
| 3M | +1.8% | +5.9% | -4.1% | +0.5% |
| 6M | -19.9% | -15.9% | -4.0% | -17.4% |
| YTD | +10.6% | -10.1% | +20.7% | +12.3% |
| 1Y | +17.9% | -10.2% | +28.2% | +19.6% |
| 3Y | +27.0% | -13.6% | +40.5% | +27.6% |
| 5Y | +68.7% | -15.1% | +83.8% | +68.6% |
| All | +111.8% | +24.0% | +87.7% | +72.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling