+74.4%
LMT vs ALL
+117.0%
-42.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.4% | +2.5% |
| 7D | -1.5% | -1.7% | +0.2% | -1.2% |
| 30D | -8.2% | -4.7% | -3.6% | -7.4% |
| 3M | +3.7% | +18.4% | -14.6% | +0.2% |
| 6M | -19.2% | +20.5% | -39.7% | -22.3% |
| YTD | +12.9% | +23.5% | -10.7% | +7.8% |
| 1Y | +19.8% | +29.0% | -9.2% | +13.2% |
| 3Y | +37.3% | +153.7% | -116.4% | +12.1% |
| 5Y | +74.4% | +114.8% | -40.4% | +46.5% |
| All | +74.4% | +117.0% | -42.6% | +46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling