+60.7%
LMT vs JAAA
+29.4%
+31.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -13.1% | +0.5% | -13.6% | -13.2% |
| 3M | -3.9% | +1.3% | -5.1% | -4.1% |
| 6M | -18.3% | +2.8% | -21.0% | -18.7% |
| YTD | +10.3% | +3.3% | +7.1% | +9.6% |
| 1Y | +14.2% | +4.9% | +9.3% | +13.1% |
| 3Y | +35.0% | +19.0% | +16.0% | +33.5% |
| 5Y | +73.2% | +26.9% | +46.3% | +75.4% |
| All | +60.7% | +29.4% | +31.3% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 10y: compounded portfolio wealth divided by compounded JAAA 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…
10y analysis · Full analysis span regression · 6 months rolling