+71.8%
LMT vs EAT
+310.8%
-239.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -2.1% |
| 7D | -1.3% | -6.8% | +5.5% | -1.2% |
| 30D | -12.5% | -5.4% | -7.1% | -12.5% |
| 3M | -0.5% | +42.8% | -43.2% | -1.1% |
| 6M | -20.0% | +56.5% | -76.5% | -20.7% |
| YTD | +10.4% | +50.0% | -39.6% | +9.6% |
| 1Y | +17.7% | +38.3% | -20.6% | +17.0% |
| 3Y | +34.3% | +591.6% | -557.4% | +27.6% |
| 5Y | +71.8% | +312.6% | -240.8% | +69.5% |
| All | +71.8% | +310.8% | -239.0% | +69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling