+188.9%
LMT vs ALLE
+148.2%
+40.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.3% |
| 7D | -1.5% | +2.8% | -4.3% | -2.5% |
| 30D | -8.2% | -7.6% | -0.6% | -5.9% |
| 3M | +3.7% | +22.8% | -19.0% | -3.4% |
| 6M | -19.2% | +4.6% | -23.8% | -20.9% |
| YTD | +12.9% | -1.2% | +14.1% | +12.2% |
| 1Y | +19.8% | -9.1% | +28.9% | +22.3% |
| 3Y | +37.3% | +50.0% | -12.7% | +14.5% |
| 5Y | +74.4% | +15.2% | +59.1% | +58.3% |
| 10Y | +188.9% | +151.1% | +37.8% | +94.1% |
| All | +188.9% | +148.2% | +40.7% | +94.1% |
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