+45.1%
LMT vs ALM
+909.2%
-864.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.7% | -9.1% | -1.5% |
| 7D | +5.1% | +1.2% | +3.9% | +5.1% |
| 30D | +14.1% | -19.3% | +33.5% | +14.5% |
| 3M | +0.3% | -40.6% | +40.9% | +1.0% |
| 6M | +16.1% | -57.9% | +74.0% | +17.4% |
| YTD | +25.5% | -6.7% | +32.2% | +25.4% |
| 1Y | +34.1% | +20.2% | +14.0% | +33.6% |
| 3Y | +45.1% | +879.4% | -834.4% | +44.7% |
| All | +45.1% | +909.2% | -864.1% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling