+73.0%
LMT vs AU
+686.2%
-613.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.1% |
| 7D | -0.2% | -4.3% | +4.1% | 0.0% |
| 30D | -13.1% | +7.3% | -20.4% | -13.5% |
| 3M | -3.9% | +26.3% | -30.2% | -5.3% |
| 6M | -18.3% | +1.8% | -20.0% | -18.7% |
| YTD | +10.3% | +26.8% | -16.5% | +7.9% |
| 1Y | +14.2% | +66.7% | -52.5% | +9.5% |
| 3Y | +35.0% | +579.1% | -544.1% | +16.7% |
| All | +73.0% | +686.2% | -613.2% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling