+189.0%
LMT vs ECL
+155.8%
+33.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -0.5% | -2.6% | +2.1% | +0.3% |
| 30D | -10.8% | -4.6% | -6.2% | -9.5% |
| 3M | +1.6% | +6.0% | -4.4% | -0.4% |
| 6M | -17.6% | -3.0% | -14.6% | -17.1% |
| YTD | +11.6% | +4.0% | +7.6% | +9.6% |
| 1Y | +17.2% | +2.0% | +15.2% | +15.6% |
| 3Y | +35.7% | +53.9% | -18.2% | +15.2% |
| 5Y | +75.2% | +27.1% | +48.1% | +56.8% |
| All | +189.0% | +155.8% | +33.3% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ECL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling