+303.5%
EWY vs LMT
+188.6%
+114.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.1% | +4.4% | +3.5% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | +7.3% | -13.1% | +20.4% | +10.5% |
| 3M | -5.1% | -3.9% | -1.3% | -5.0% |
| 6M | +42.1% | -18.3% | +60.3% | +48.1% |
| YTD | +94.1% | +10.3% | +83.8% | +86.8% |
| 1Y | +147.8% | +14.2% | +133.6% | +136.1% |
| 3Y | +222.9% | +35.0% | +187.9% | +186.0% |
| 5Y | +150.6% | +73.2% | +77.4% | +95.8% |
| All | +303.5% | +188.6% | +114.9% | +208.8% |
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