+187.0%
LMT vs ALLY
+178.1%
+8.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.0% |
| 7D | -1.3% | -1.9% | +0.6% | -1.1% |
| 30D | -12.5% | -4.5% | -8.0% | -11.9% |
| 3M | -0.5% | -2.8% | +2.4% | -0.2% |
| 6M | -20.0% | +10.3% | -30.3% | -21.5% |
| YTD | +10.4% | -5.7% | +16.1% | +10.8% |
| 1Y | +17.7% | +3.9% | +13.8% | +16.1% |
| 3Y | +34.3% | +64.7% | -30.4% | +19.3% |
| 5Y | +71.8% | -2.6% | +74.4% | +64.3% |
| 10Y | +187.0% | +186.0% | +1.0% | +93.1% |
| All | +187.0% | +178.1% | +8.9% | +93.1% |
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