+17.7%
LMT vs AR
+21.2%
-3.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -12.6% |
| 3M | -0.5% | +12.9% | -13.3% | -0.5% |
| 6M | -20.0% | +0.1% | -20.1% | -20.0% |
| YTD | +10.4% | +13.5% | -3.1% | +10.7% |
| 1Y | +17.7% | +21.6% | -3.9% | +18.3% |
| All | +17.7% | +21.2% | -3.4% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling