-19.9%
LMT vs AS
-20.4%
+0.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.6% | -5.0% | -1.5% |
| 7D | -6.3% | -4.9% | -1.4% | -6.2% |
| 30D | -8.5% | -19.6% | +11.1% | -8.3% |
| 3M | +1.8% | -14.4% | +16.2% | +1.7% |
| 6M | -19.9% | -20.1% | +0.2% | -20.1% |
| All | -19.9% | -20.4% | +0.5% | -20.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling