+206.5%
LMT vs ALL
+371.2%
-164.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +2.5% | -2.6% | +5.1% | +3.4% |
| 30D | +19.2% | +12.7% | +6.5% | +14.3% |
| 3M | +2.7% | +0.4% | +2.3% | +2.3% |
| 6M | +20.6% | +23.8% | -3.2% | +11.2% |
| YTD | +28.4% | +27.8% | +0.6% | +16.4% |
| 1Y | +36.9% | +28.9% | +8.0% | +23.7% |
| 3Y | +48.5% | +113.9% | -65.3% | +8.1% |
| 5Y | +107.6% | +157.4% | -49.8% | +33.9% |
| 10Y | +206.5% | +369.0% | -162.5% | +63.9% |
| All | +206.5% | +371.2% | -164.7% | +63.9% |
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