+75.6%
LMT vs ED
+67.6%
+8.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.7% |
| 7D | -1.5% | +0.5% | -2.1% | -1.7% |
| 30D | -8.2% | +1.1% | -9.3% | -8.6% |
| 3M | +3.7% | +4.6% | -0.9% | +2.0% |
| 6M | -19.2% | -2.0% | -17.2% | -18.8% |
| YTD | +12.9% | +11.7% | +1.2% | +8.1% |
| 1Y | +19.8% | +15.7% | +4.1% | +13.2% |
| 3Y | +37.3% | +34.4% | +2.9% | +21.8% |
| All | +75.6% | +67.6% | +8.1% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling