+1,906.3%
LMT vs ALNY
+3,957.5%
-2,051.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.1% | +1.4% |
| 7D | -0.5% | -6.4% | +5.9% | -0.1% |
| 30D | -10.8% | +11.9% | -22.7% | -11.6% |
| 3M | +1.6% | -15.0% | +16.6% | +2.2% |
| 6M | -17.6% | -23.2% | +5.7% | -16.5% |
| YTD | +11.6% | -37.8% | +49.3% | +14.7% |
| 1Y | +17.2% | -47.3% | +64.5% | +21.8% |
| 3Y | +35.7% | +22.9% | +12.8% | +29.9% |
| 5Y | +75.2% | +30.6% | +44.6% | +63.0% |
| 10Y | +190.1% | +254.6% | -64.6% | +132.3% |
| All | +1,906.3% | +3,957.5% | -2,051.2% | +1,149.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling