+187.0%
LMT vs AR
+43.0%
+143.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -1.3% | -1.2% | -0.1% | -1.3% |
| 30D | -12.5% | +5.5% | -18.0% | -12.8% |
| 3M | -0.5% | +12.9% | -13.3% | -1.2% |
| 6M | -20.0% | +0.1% | -20.1% | -20.2% |
| YTD | +10.4% | +13.5% | -3.1% | +9.3% |
| 1Y | +17.7% | +21.6% | -3.9% | +15.9% |
| 3Y | +34.3% | +46.0% | -11.7% | +29.5% |
| 5Y | +71.8% | +143.7% | -71.9% | +59.7% |
| 10Y | +187.0% | +44.3% | +142.7% | +155.8% |
| All | +187.0% | +43.0% | +143.9% | +155.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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