+189.0%
LMT vs EAT
+379.9%
-190.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | -0.5% | -6.2% | +5.7% | -0.1% |
| 30D | -10.8% | -3.0% | -7.7% | -10.7% |
| 3M | +1.6% | +45.6% | -44.0% | -1.2% |
| 6M | -17.6% | +53.5% | -71.1% | -20.4% |
| YTD | +11.6% | +49.6% | -38.0% | +7.8% |
| 1Y | +17.2% | +38.9% | -21.7% | +13.7% |
| 3Y | +35.7% | +589.7% | -553.9% | +13.5% |
| 5Y | +75.2% | +318.7% | -243.5% | +49.8% |
| All | +189.0% | +379.9% | -190.8% | +143.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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