+190.4%
LMT vs ECL
+197.5%
-7.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.8% |
| 7D | +5.1% | +2.9% | +2.2% | +4.2% |
| 30D | +14.1% | +7.5% | +6.6% | +11.5% |
| 3M | +0.3% | +12.2% | -12.0% | -3.3% |
| 6M | +16.1% | +24.6% | -8.5% | +8.1% |
| YTD | +25.5% | +18.8% | +6.7% | +18.2% |
| 1Y | +34.1% | +19.3% | +14.8% | +26.0% |
| 3Y | +45.1% | +78.2% | -33.1% | +17.7% |
| 5Y | +100.9% | +38.8% | +62.1% | +76.8% |
| All | +190.4% | +197.5% | -7.1% | +95.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling