+1,244.2%
EWY vs LMT
+3,995.4%
-2,751.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | -0.2% |
| 7D | +8.0% | -1.5% | +9.6% | +8.5% |
| 30D | +14.3% | -8.2% | +22.6% | +17.4% |
| 3M | +2.3% | +3.7% | -1.4% | -0.1% |
| 6M | +49.9% | -19.2% | +69.0% | +59.2% |
| YTD | +95.3% | +12.9% | +82.5% | +83.8% |
| 1Y | +161.7% | +19.8% | +141.9% | +140.6% |
| 3Y | +230.2% | +37.3% | +192.9% | +180.5% |
| 5Y | +148.1% | +74.4% | +73.8% | +86.1% |
| 10Y | +293.2% | +188.9% | +104.3% | +132.8% |
| All | +1,244.2% | +3,995.4% | -2,751.2% | +384.8% |
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 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