+25.9%
LMT vs ALL
+42.7%
-16.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.9% | -9.8% | -7.2% |
| 7D | -5.5% | +7.5% | -13.0% | -6.4% |
| 30D | +17.5% | +19.7% | -2.3% | +15.2% |
| 3M | +1.6% | +2.9% | -1.3% | +0.6% |
| 6M | +16.3% | +23.5% | -7.2% | +15.2% |
| YTD | +25.3% | +31.1% | -5.9% | +25.8% |
| 1Y | +25.9% | +40.5% | -14.6% | +26.0% |
| All | +25.9% | +42.7% | -16.8% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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