+45.1%
LMT vs ALK
+13.2%
+31.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.1% | -1.3% |
| 7D | +5.1% | -1.2% | +6.3% | +5.1% |
| 30D | +14.1% | +7.7% | +6.4% | +13.9% |
| 3M | +0.3% | -19.0% | +19.3% | +0.7% |
| 6M | +16.1% | -0.2% | +16.3% | +16.0% |
| YTD | +25.5% | -23.5% | +49.0% | +25.5% |
| 1Y | +34.1% | -9.1% | +43.2% | +33.9% |
| 3Y | +45.1% | +12.0% | +33.1% | +43.8% |
| All | +45.1% | +13.2% | +31.9% | +43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling