+487.5%
LMT vs ALLE
+327.3%
+160.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.6% | -1.3% |
| 7D | -11.0% | -0.6% | -10.4% | -10.8% |
| 30D | +13.6% | +25.3% | -11.7% | +5.3% |
| 3M | -2.1% | +10.3% | -12.4% | -5.5% |
| 6M | +11.7% | +38.0% | -26.4% | -0.1% |
| YTD | +19.4% | +17.8% | +1.6% | +11.8% |
| 1Y | +24.1% | +13.6% | +10.5% | +17.5% |
| 3Y | +36.2% | +89.2% | -53.0% | +5.8% |
| 5Y | +90.7% | +51.1% | +39.7% | +56.8% |
| 10Y | +212.5% | +228.1% | -15.6% | +93.0% |
| All | +487.5% | +327.3% | +160.2% | +232.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling