+85.5%
ETN vs LMT
+34.5%
+51.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.0% |
| 7D | +3.5% | -0.2% | +3.7% | +3.5% |
| 30D | -7.5% | -13.1% | +5.5% | -6.7% |
| 3M | +8.3% | -3.9% | +12.2% | +8.7% |
| 6M | +20.2% | -18.3% | +38.4% | +22.1% |
| YTD | +34.7% | +10.3% | +24.3% | +33.3% |
| 1Y | +19.4% | +14.2% | +5.2% | +18.0% |
| 3Y | +85.5% | +35.0% | +50.5% | +77.1% |
| All | +85.5% | +34.5% | +51.0% | +77.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling