+17.9%
LMT vs AU
+100.5%
-82.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.4% |
| 7D | -6.3% | -3.6% | -2.6% | -6.2% |
| 30D | -8.5% | +23.9% | -32.4% | -9.0% |
| 3M | +1.8% | +19.1% | -17.3% | +1.3% |
| 6M | -19.9% | -0.2% | -19.8% | -20.3% |
| YTD | +10.6% | +32.5% | -21.9% | +9.2% |
| 1Y | +17.9% | +96.9% | -79.0% | +13.5% |
| All | +17.9% | +100.5% | -82.5% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 1y: compounded portfolio wealth divided by compounded AU 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…
1y analysis · Full analysis span regression · 6 months rolling