+444.2%
LMT vs ALLE
+260.9%
+183.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.8% |
| 7D | -6.3% | -0.2% | -6.0% | -6.2% |
| 30D | -8.5% | -6.8% | -1.7% | -6.5% |
| 3M | +1.8% | +21.0% | -19.2% | -4.6% |
| 6M | -19.9% | +1.1% | -21.0% | -20.7% |
| YTD | +10.6% | -0.5% | +11.1% | +9.7% |
| 1Y | +17.9% | -7.3% | +25.2% | +19.6% |
| 3Y | +27.0% | +42.3% | -15.3% | +8.9% |
| 5Y | +68.7% | +13.5% | +55.2% | +54.2% |
| 10Y | +181.1% | +144.0% | +37.0% | +90.1% |
| All | +444.2% | +260.9% | +183.3% | +226.4% |
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