+71.8%
LMT vs ECL
+25.4%
+46.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.9% |
| 7D | -1.3% | -2.7% | +1.4% | -1.0% |
| 30D | -12.5% | -4.3% | -8.2% | -12.0% |
| 3M | -0.5% | +3.2% | -3.7% | -0.9% |
| 6M | -20.0% | -2.9% | -17.1% | -19.9% |
| YTD | +10.4% | +4.3% | +6.1% | +9.6% |
| 1Y | +17.7% | +1.6% | +16.1% | +17.1% |
| 3Y | +34.3% | +54.3% | -20.0% | +27.3% |
| 5Y | +71.8% | +26.5% | +45.3% | +58.9% |
| All | +71.8% | +25.4% | +46.4% | +58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling