+14.2%
LMT vs AU
+72.0%
-57.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.1% |
| 7D | -0.2% | -4.3% | +4.1% | -0.2% |
| 30D | -13.1% | +7.3% | -20.4% | -13.2% |
| 3M | -3.9% | +26.3% | -30.2% | -4.4% |
| 6M | -18.3% | +1.8% | -20.0% | -18.6% |
| YTD | +10.3% | +26.8% | -16.5% | +9.2% |
| 1Y | +14.2% | +66.7% | -52.5% | +10.7% |
| All | +14.2% | +72.0% | -57.8% | +10.7% |
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