+189.0%
LMT vs ALM
+2,776.7%
-2,587.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -9.6% | +10.7% | +1.2% |
| 7D | -0.5% | -7.1% | +6.6% | -0.5% |
| 30D | -10.8% | +24.7% | -35.4% | -11.0% |
| 3M | +1.6% | +8.3% | -6.7% | +1.4% |
| 6M | -17.6% | -22.2% | +4.6% | -17.6% |
| YTD | +11.6% | +88.1% | -76.5% | +10.6% |
| 1Y | +17.2% | +272.4% | -255.1% | +15.5% |
| 3Y | +35.7% | +2,004.1% | -1,968.4% | +31.5% |
| 5Y | +75.2% | +915.8% | -840.6% | +70.4% |
| All | +189.0% | +2,776.7% | -2,587.7% | +170.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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