+91.7%
LMT vs AR
+74.0%
+17.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | -11.0% | -14.3% | +3.3% | -9.9% |
| 30D | +13.6% | +1.4% | +12.2% | +13.5% |
| 3M | -2.1% | +3.4% | -5.5% | -2.4% |
| 6M | +11.7% | -2.1% | +13.7% | +11.7% |
| YTD | +19.4% | +4.7% | +14.7% | +18.5% |
| 1Y | +24.1% | +10.6% | +13.5% | +22.5% |
| 3Y | +36.2% | +24.6% | +11.6% | +30.5% |
| All | +91.7% | +74.0% | +17.6% | +75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling