+41.9%
LMT vs AS
+134.9%
-92.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.6% |
| 7D | -11.0% | +6.9% | -17.9% | -11.0% |
| 30D | +13.6% | +16.0% | -2.4% | +13.5% |
| 3M | -2.1% | -12.8% | +10.7% | -2.0% |
| 6M | +11.7% | -15.4% | +27.1% | +11.8% |
| YTD | +19.4% | -15.7% | +35.1% | +19.4% |
| 1Y | +24.1% | +6.1% | +18.0% | +24.1% |
| All | +41.9% | +134.9% | -92.9% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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