+185.8%
LMT vs ED
+108.5%
+77.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -1.0% |
| 7D | -0.2% | -0.8% | +0.6% | +0.1% |
| 30D | -13.1% | -0.4% | -12.7% | -12.9% |
| 3M | -3.9% | +0.5% | -4.3% | -4.1% |
| 6M | -18.3% | -3.1% | -15.1% | -17.4% |
| YTD | +10.3% | +9.8% | +0.5% | +5.6% |
| 1Y | +14.2% | +12.6% | +1.7% | +8.0% |
| 3Y | +35.0% | +31.4% | +3.6% | +17.8% |
| 5Y | +73.2% | +69.4% | +3.8% | +33.0% |
| All | +185.8% | +108.5% | +77.3% | +122.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 10y: compounded portfolio wealth divided by compounded ED 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…
10y analysis · Full analysis span regression · 6 months rolling