+47.0%
LMT vs ED
+48.1%
-1.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +4.8% | -1.7% | +6.6% | +5.5% |
| 30D | +19.9% | +10.7% | +9.2% | +15.7% |
| 3M | +0.2% | +11.6% | -11.5% | -3.6% |
| 6M | +17.4% | +13.5% | +3.9% | +12.3% |
| YTD | +27.2% | +23.1% | +4.0% | +18.0% |
| 1Y | +35.6% | +23.1% | +12.5% | +25.8% |
| All | +47.0% | +48.1% | -1.1% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling