+34.1%
LMT vs ECL
+19.9%
+14.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.5% |
| 7D | +5.1% | +2.9% | +2.2% | +4.7% |
| 30D | +14.1% | +7.5% | +6.6% | +13.0% |
| 3M | +0.3% | +12.2% | -12.0% | -1.1% |
| 6M | +16.1% | +24.6% | -8.5% | +13.3% |
| YTD | +25.5% | +18.8% | +6.7% | +22.1% |
| 1Y | +34.1% | +19.3% | +14.8% | +31.0% |
| All | +34.1% | +19.9% | +14.2% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling