+6,167.8%
LMT vs ALL
+3,667.9%
+2,499.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.1% |
| 7D | -6.3% | 0.0% | -6.3% | -6.3% |
| 30D | -8.5% | -1.5% | -7.0% | -8.2% |
| 3M | +1.8% | +23.6% | -21.8% | -3.7% |
| 6M | -19.9% | +22.3% | -42.3% | -24.2% |
| YTD | +10.6% | +26.5% | -15.9% | +3.6% |
| 1Y | +17.9% | +27.0% | -9.1% | +10.2% |
| 3Y | +27.0% | +149.6% | -122.6% | -1.1% |
| 5Y | +68.7% | +118.1% | -49.4% | +33.7% |
| 10Y | +181.1% | +369.0% | -187.9% | +84.0% |
| All | +6,167.8% | +3,667.9% | +2,499.9% | +2,521.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling