+52.7%
EFA vs LMT
+72.2%
-19.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.1% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | -1.7% | -13.1% | +11.4% | -0.5% |
| 3M | +3.5% | -3.9% | +7.4% | +3.7% |
| 6M | +9.5% | -18.3% | +27.7% | +11.4% |
| YTD | +12.9% | +10.3% | +2.5% | +11.3% |
| 1Y | +18.2% | +14.2% | +4.0% | +16.1% |
| 3Y | +64.8% | +35.0% | +29.9% | +58.0% |
| All | +52.7% | +72.2% | -19.5% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling