+185.9%
LMT vs ECL
+156.3%
+29.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.5% |
| 7D | -1.3% | -2.7% | +1.4% | -0.5% |
| 30D | -12.5% | -4.3% | -8.2% | -11.4% |
| 3M | -0.5% | +3.2% | -3.7% | -1.6% |
| 6M | -20.0% | -2.9% | -17.1% | -19.6% |
| YTD | +10.4% | +4.3% | +6.1% | +8.3% |
| 1Y | +17.7% | +1.6% | +16.1% | +16.2% |
| 3Y | +34.3% | +54.3% | -20.0% | +13.9% |
| 5Y | +71.8% | +26.5% | +45.3% | +54.2% |
| All | +185.9% | +156.3% | +29.6% | +93.7% |
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