+189.0%
LMT vs ALK
-37.3%
+226.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | -0.5% | -3.1% | +2.6% | -0.2% |
| 30D | -10.8% | -17.1% | +6.4% | -8.8% |
| 3M | +1.6% | -3.8% | +5.4% | +1.7% |
| 6M | -17.6% | -5.3% | -12.3% | -17.8% |
| YTD | +11.6% | -20.3% | +31.8% | +13.2% |
| 1Y | +17.2% | -36.0% | +53.2% | +22.0% |
| 3Y | +35.7% | +0.8% | +35.0% | +27.8% |
| 5Y | +75.2% | -28.5% | +103.7% | +70.6% |
| All | +189.0% | -37.3% | +226.3% | +166.3% |
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