+36.9%
LMT vs ALL
+30.4%
+6.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.1% |
| 7D | +2.5% | -2.6% | +5.1% | +2.8% |
| 30D | +19.2% | +12.7% | +6.5% | +17.4% |
| 3M | +2.7% | +0.4% | +2.3% | +2.0% |
| 6M | +20.6% | +23.8% | -3.2% | +19.7% |
| YTD | +28.4% | +27.8% | +0.6% | +29.0% |
| 1Y | +36.9% | +28.9% | +8.0% | +37.0% |
| All | +36.9% | +30.4% | +6.5% | +37.0% |
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