+98.8%
LMT vs ALLY
-6.7%
+105.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.7% |
| 7D | -8.5% | -0.2% | -8.3% | -8.5% |
| 30D | +15.4% | +3.4% | +12.0% | +15.3% |
| 3M | +0.7% | -11.1% | +11.7% | +1.0% |
| 6M | +17.6% | -11.5% | +29.1% | +17.9% |
| YTD | +23.8% | -12.3% | +36.1% | +24.2% |
| 1Y | +31.6% | +1.1% | +30.5% | +31.4% |
| 3Y | +44.0% | +64.8% | -20.8% | +39.8% |
| 5Y | +98.8% | -6.9% | +105.7% | +91.1% |
| All | +98.8% | -6.7% | +105.5% | +91.1% |
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 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