+37.3%
LMT vs ECL
+58.2%
-21.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.1% |
| 7D | -1.5% | -0.8% | -0.8% | -1.4% |
| 30D | -8.2% | -2.5% | -5.8% | -7.9% |
| 3M | +3.7% | +8.3% | -4.6% | +2.4% |
| 6M | -19.2% | -1.1% | -18.1% | -19.2% |
| YTD | +12.9% | +6.5% | +6.3% | +11.3% |
| 1Y | +19.8% | +2.1% | +17.7% | +18.9% |
| 3Y | +37.3% | +57.6% | -20.3% | +29.6% |
| All | +37.3% | +58.2% | -21.0% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling