+89.7%
LMT vs ALK
-34.8%
+124.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.6% |
| 7D | -11.0% | +9.0% | -20.0% | -11.2% |
| 30D | +13.6% | -1.6% | +15.2% | +13.6% |
| 3M | -2.1% | -23.2% | +21.1% | -1.5% |
| 6M | +11.7% | -3.9% | +15.6% | +11.6% |
| YTD | +19.4% | -22.6% | +42.0% | +19.5% |
| 1Y | +24.1% | -5.3% | +29.4% | +23.8% |
| 3Y | +36.2% | +18.6% | +17.6% | +33.7% |
| All | +89.7% | -34.8% | +124.4% | +85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling