+205.2%
LMT vs ALLY
+182.8%
+22.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.8% | +2.9% |
| 7D | -5.6% | -0.7% | -5.0% | -5.6% |
| 30D | +18.4% | +1.1% | +17.2% | +18.1% |
| 3M | +0.6% | -13.2% | +13.8% | +2.6% |
| 6M | +20.6% | -13.5% | +34.1% | +22.8% |
| YTD | +27.0% | -14.3% | +41.2% | +29.1% |
| 1Y | +36.9% | -1.1% | +38.0% | +36.0% |
| 3Y | +46.9% | +62.0% | -15.2% | +30.7% |
| 5Y | +104.2% | -9.6% | +113.8% | +97.3% |
| 10Y | +205.2% | +176.0% | +29.3% | +121.8% |
| All | +205.2% | +182.8% | +22.4% | +121.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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