+492.2%
LMT vs AR
-27.2%
+519.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.4% |
| 7D | -6.3% | +2.5% | -8.8% | -6.4% |
| 30D | -8.5% | +14.8% | -23.3% | -9.2% |
| 3M | +1.8% | +6.2% | -4.4% | +1.4% |
| 6M | -19.9% | +4.3% | -24.2% | -20.2% |
| YTD | +10.6% | +14.4% | -3.8% | +9.5% |
| 1Y | +17.9% | +21.3% | -3.4% | +16.3% |
| 3Y | +27.0% | +39.8% | -12.8% | +23.1% |
| 5Y | +68.7% | +142.1% | -73.4% | +57.7% |
| 10Y | +181.1% | +52.0% | +129.0% | +147.4% |
| All | +492.2% | -27.2% | +519.4% | +443.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling