+142.8%
EFA vs LMT
+188.6%
-45.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.3% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | -1.7% | -13.1% | +11.4% | +1.7% |
| 3M | +3.5% | -3.9% | +7.4% | +4.0% |
| 6M | +9.5% | -18.3% | +27.7% | +14.6% |
| YTD | +12.9% | +10.3% | +2.5% | +8.6% |
| 1Y | +18.2% | +14.2% | +4.0% | +12.4% |
| 3Y | +64.8% | +35.0% | +29.9% | +46.1% |
| 5Y | +53.9% | +73.2% | -19.3% | +21.2% |
| All | +142.8% | +188.6% | -45.8% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 LMT 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