+74.4%
LMT vs ALLY
-0.2%
+74.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.3% | +5.4% | +2.2% |
| 7D | -1.5% | +1.0% | -2.6% | -1.6% |
| 30D | -8.2% | -3.3% | -5.0% | -8.2% |
| 3M | +3.7% | +0.5% | +3.3% | +3.7% |
| 6M | -19.2% | +12.6% | -31.8% | -19.5% |
| YTD | +12.9% | -4.7% | +17.5% | +13.0% |
| 1Y | +19.8% | +5.2% | +14.6% | +19.4% |
| 3Y | +37.3% | +66.5% | -29.2% | +32.9% |
| 5Y | +74.4% | +0.2% | +74.1% | +68.4% |
| All | +74.4% | -0.2% | +74.6% | +68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling