+202.1%
LMT vs ALK
-37.5%
+239.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.1% | -3.4% | +2.9% |
| 7D | -8.5% | +8.9% | -17.5% | -9.6% |
| 30D | +15.4% | +5.9% | +9.5% | +14.4% |
| 3M | +0.7% | -16.5% | +17.2% | +2.5% |
| 6M | +17.6% | +2.1% | +15.5% | +16.3% |
| YTD | +23.8% | -17.1% | +40.9% | +24.7% |
| 1Y | +31.6% | -2.9% | +34.5% | +29.6% |
| 3Y | +44.0% | +24.5% | +19.5% | +30.9% |
| 5Y | +98.8% | -29.1% | +127.9% | +94.4% |
| 10Y | +202.1% | -39.1% | +241.3% | +169.6% |
| All | +202.1% | -37.5% | +239.6% | +169.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling