+11,275.8%
LMT vs ECL
+13,009.7%
-1,733.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.5% |
| 7D | -6.3% | -2.6% | -3.7% | -5.6% |
| 30D | -8.5% | -2.2% | -6.3% | -8.0% |
| 3M | +1.8% | +10.1% | -8.3% | -1.1% |
| 6M | -19.9% | -5.7% | -14.2% | -18.9% |
| YTD | +10.6% | +7.0% | +3.6% | +7.9% |
| 1Y | +17.9% | +2.7% | +15.3% | +16.3% |
| 3Y | +27.0% | +57.7% | -30.8% | +9.4% |
| 5Y | +68.7% | +31.1% | +37.5% | +49.8% |
| 10Y | +181.1% | +150.9% | +30.2% | +103.7% |
| All | +11,275.8% | +13,009.7% | -1,733.9% | +4,152.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling