+17.7%
LMT vs ALL
+28.9%
-11.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -1.3% | -2.2% | +0.9% | -1.2% |
| 30D | -12.5% | -5.6% | -6.9% | -12.2% |
| 3M | -0.5% | +17.2% | -17.7% | -0.7% |
| 6M | -20.0% | +23.2% | -43.3% | -19.9% |
| YTD | +10.4% | +23.6% | -13.2% | +10.7% |
| 1Y | +17.7% | +29.2% | -11.5% | +19.2% |
| All | +17.7% | +28.9% | -11.2% | +19.2% |
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