+401.2%
LMT vs ALLY
+124.8%
+276.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.8% | -1.5% |
| 7D | -6.3% | +3.7% | -9.9% | -6.8% |
| 30D | -8.5% | -2.3% | -6.2% | -8.2% |
| 3M | +1.8% | +3.8% | -2.0% | +1.1% |
| 6M | -19.9% | +9.7% | -29.6% | -21.3% |
| YTD | +10.6% | -1.4% | +12.0% | +10.3% |
| 1Y | +17.9% | +8.2% | +9.7% | +15.6% |
| 3Y | +27.0% | +66.5% | -39.5% | +13.0% |
| 5Y | +68.7% | +1.2% | +67.5% | +60.1% |
| 10Y | +181.1% | +191.4% | -10.4% | +99.0% |
| All | +401.2% | +124.8% | +276.4% | +276.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling