+189.0%
LMT vs ALL
+361.5%
-172.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | -0.5% | -4.3% | +3.8% | +1.0% |
| 30D | -10.8% | -3.6% | -7.2% | -9.7% |
| 3M | +1.6% | +13.2% | -11.6% | -3.1% |
| 6M | -17.6% | +22.5% | -40.0% | -23.7% |
| YTD | +11.6% | +22.7% | -11.1% | +2.8% |
| 1Y | +17.2% | +28.3% | -11.1% | +5.9% |
| 3Y | +35.7% | +152.0% | -116.3% | -7.8% |
| 5Y | +75.2% | +115.4% | -40.2% | +22.6% |
| All | +189.0% | +361.5% | -172.5% | +47.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling