+19.8%
LMT vs ALLE
-8.3%
+28.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.2% |
| 7D | -1.5% | +2.8% | -4.3% | -2.2% |
| 30D | -8.2% | -7.6% | -0.6% | -6.5% |
| 3M | +3.7% | +22.8% | -19.0% | -0.8% |
| 6M | -19.2% | +4.6% | -23.8% | -21.2% |
| YTD | +12.9% | -1.2% | +14.1% | +10.1% |
| 1Y | +19.8% | -9.1% | +28.9% | +18.3% |
| All | +19.8% | -8.3% | +28.1% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling