+64.4%
LMT vs JAAA
+29.3%
+35.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | -8.2% | +0.5% | -8.7% | -8.3% |
| 3M | +3.7% | +1.2% | +2.5% | +3.5% |
| 6M | -19.2% | +2.8% | -22.0% | -19.6% |
| YTD | +12.9% | +3.2% | +9.7% | +12.1% |
| 1Y | +19.8% | +4.8% | +15.0% | +18.6% |
| 3Y | +37.3% | +19.0% | +18.3% | +35.8% |
| 5Y | +74.4% | +26.8% | +47.6% | +76.5% |
| All | +64.4% | +29.3% | +35.1% | +58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling