-5.5%
ETN vs LMT
+26.0%
-31.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -6.9% | -3.0% | -9.6% |
| 7D | -10.1% | -5.5% | -4.6% | -9.8% |
| 30D | -18.4% | +17.5% | -35.8% | -17.8% |
| 3M | -20.4% | +1.6% | -22.0% | -19.2% |
| 6M | -16.0% | +16.3% | -32.3% | -15.3% |
| YTD | +11.8% | +25.3% | -13.5% | +8.6% |
| 1Y | -5.5% | +25.9% | -31.3% | -9.2% |
| All | -5.5% | +26.0% | -31.5% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling