+73.0%
LMT vs ALNY
+30.5%
+42.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.1% |
| 7D | -0.2% | -6.5% | +6.3% | -0.1% |
| 30D | -13.1% | +11.0% | -24.1% | -13.2% |
| 3M | -3.9% | -14.1% | +10.2% | -3.7% |
| 6M | -18.3% | -22.4% | +4.1% | -18.0% |
| YTD | +10.3% | -37.5% | +47.8% | +11.0% |
| 1Y | +14.2% | -46.9% | +61.2% | +15.3% |
| 3Y | +35.0% | +22.1% | +12.9% | +33.5% |
| All | +73.0% | +30.5% | +42.5% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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