+107.6%
LMT vs EAT
+362.5%
-254.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.7% | +1.1% |
| 7D | +2.5% | -8.9% | +11.5% | +2.6% |
| 30D | +19.2% | +3.4% | +15.8% | +19.1% |
| 3M | +2.7% | -9.3% | +12.0% | +2.7% |
| 6M | +20.6% | +43.8% | -23.2% | +20.1% |
| YTD | +28.4% | +39.9% | -11.4% | +27.9% |
| 1Y | +36.9% | +89.7% | -52.8% | +35.9% |
| 3Y | +48.5% | +491.3% | -442.7% | +44.4% |
| 5Y | +107.6% | +365.4% | -257.8% | +102.9% |
| All | +107.6% | +362.5% | -254.9% | +102.9% |
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 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