+145.9%
LMT vs ALC
+27.5%
+118.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.6% |
| 7D | +2.5% | -6.3% | +8.8% | +3.8% |
| 30D | +19.2% | +12.6% | +6.6% | +16.1% |
| 3M | +2.7% | -3.8% | +6.5% | +3.2% |
| 6M | +20.6% | +16.8% | +3.8% | +16.4% |
| YTD | +28.4% | -7.6% | +36.0% | +29.4% |
| 1Y | +36.9% | -5.9% | +42.8% | +37.3% |
| 3Y | +48.5% | +0.6% | +48.0% | +43.5% |
| 5Y | +107.6% | -9.5% | +117.1% | +103.4% |
| All | +145.9% | +27.5% | +118.5% | +98.7% |
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