+387.6%
EFA vs LMT
+2,425.3%
-2,037.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.3% |
| 7D | -0.5% | -1.3% | +0.9% | 0.0% |
| 30D | -1.3% | -12.5% | +11.2% | +3.4% |
| 3M | +5.2% | -0.5% | +5.7% | +4.5% |
| 6M | +9.4% | -20.0% | +29.4% | +17.5% |
| YTD | +12.7% | +10.4% | +2.3% | +6.8% |
| 1Y | +19.3% | +17.7% | +1.6% | +10.0% |
| 3Y | +66.3% | +34.3% | +32.1% | +42.1% |
| 5Y | +53.4% | +71.8% | -18.5% | +14.8% |
| 10Y | +144.4% | +187.0% | -42.5% | +41.2% |
| All | +387.6% | +2,425.3% | -2,037.7% | +53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling