+75.2%
LMT vs JAAA
+26.8%
+48.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | -10.8% | +0.4% | -11.2% | -10.8% |
| 3M | +1.6% | +1.2% | +0.4% | +1.4% |
| 6M | -17.6% | +2.7% | -20.2% | -17.8% |
| YTD | +11.6% | +3.2% | +8.4% | +11.2% |
| 1Y | +17.2% | +4.8% | +12.4% | +16.5% |
| 3Y | +35.7% | +19.0% | +16.8% | +37.2% |
| 5Y | +75.2% | +26.8% | +48.4% | +80.1% |
| All | +75.2% | +26.8% | +48.4% | +80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling