+19.8%
LMT vs ALK
-35.5%
+55.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.1% | +5.2% | +2.2% |
| 7D | -1.5% | +0.1% | -1.7% | -1.6% |
| 30D | -8.2% | -18.5% | +10.2% | -7.6% |
| 3M | +3.7% | -3.6% | +7.3% | +3.6% |
| 6M | -19.2% | -3.7% | -15.5% | -19.3% |
| YTD | +12.9% | -19.0% | +31.9% | +11.9% |
| 1Y | +19.8% | -36.0% | +55.8% | +22.5% |
| All | +19.8% | -35.5% | +55.3% | +22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling