+202.1%
LMT vs ALLE
+233.6%
-31.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +1.0% | +2.8% |
| 7D | -8.5% | -0.6% | -7.9% | -8.4% |
| 30D | +15.4% | +26.6% | -11.2% | +6.4% |
| 3M | +0.7% | +13.2% | -12.5% | -3.8% |
| 6M | +17.6% | +42.9% | -25.3% | +3.6% |
| YTD | +23.8% | +21.0% | +2.8% | +14.6% |
| 1Y | +31.6% | +15.2% | +16.5% | +23.9% |
| 3Y | +44.0% | +95.6% | -51.6% | +9.1% |
| 5Y | +98.8% | +53.4% | +45.4% | +61.7% |
| 10Y | +202.1% | +221.5% | -19.3% | +85.3% |
| All | +202.1% | +233.6% | -31.5% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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