+31.5%
LMT vs AS
+120.4%
-88.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.4% |
| 3M | +1.8% | -14.4% | +16.2% | +1.9% |
| 6M | -19.9% | -20.1% | +0.2% | -19.9% |
| YTD | +10.6% | -20.9% | +31.5% | +10.6% |
| 1Y | +17.9% | -21.9% | +39.8% | +17.9% |
| All | +31.5% | +120.4% | -88.9% | +31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling