+11,275.8%
LMT vs ALK
+839.9%
+10,435.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -3.0% | -1.6% |
| 7D | -6.3% | -0.7% | -5.6% | -6.2% |
| 30D | -8.5% | -19.2% | +10.7% | -6.3% |
| 3M | +1.8% | -1.5% | +3.3% | +1.6% |
| 6M | -19.9% | -13.1% | -6.9% | -19.4% |
| YTD | +10.6% | -16.4% | +27.0% | +11.5% |
| 1Y | +17.9% | -33.1% | +51.0% | +21.7% |
| 3Y | +27.0% | +0.6% | +26.3% | +21.5% |
| 5Y | +68.7% | -26.4% | +95.1% | +64.8% |
| 10Y | +181.1% | -34.2% | +215.2% | +165.2% |
| All | +11,275.8% | +839.9% | +10,435.9% | +6,644.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling