+2,109.4%
LMT vs AU
+789.2%
+1,320.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.2% |
| 7D | -1.3% | +0.6% | -2.0% | -1.4% |
| 30D | -12.5% | +12.3% | -24.8% | -13.2% |
| 3M | -0.5% | +29.4% | -29.8% | -2.1% |
| 6M | -20.0% | +3.2% | -23.2% | -20.6% |
| YTD | +10.4% | +31.8% | -21.4% | +7.8% |
| 1Y | +17.7% | +83.4% | -65.7% | +12.6% |
| 3Y | +34.3% | +623.1% | -588.8% | +17.5% |
| 5Y | +71.8% | +700.5% | -628.7% | +48.0% |
| 10Y | +187.0% | +717.6% | -530.6% | +137.9% |
| All | +2,109.4% | +789.2% | +1,320.2% | +1,606.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling