+12,961.6%
LMT vs ECL
+14,303.5%
-1,341.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.8% | +2.6% |
| 7D | -5.6% | +0.4% | -6.1% | -5.8% |
| 30D | +18.4% | +8.6% | +9.8% | +15.6% |
| 3M | +0.6% | +7.9% | -7.3% | -1.7% |
| 6M | +20.6% | +21.0% | -0.4% | +13.9% |
| YTD | +27.0% | +17.5% | +9.4% | +20.6% |
| 1Y | +36.9% | +19.7% | +17.2% | +29.2% |
| 3Y | +46.9% | +77.4% | -30.6% | +22.4% |
| 5Y | +104.2% | +38.7% | +65.5% | +79.0% |
| 10Y | +205.2% | +193.5% | +11.7% | +111.5% |
| All | +12,961.6% | +14,303.5% | -1,341.9% | +4,649.3% |
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