+17.9%
LMT vs EFV
+30.7%
-12.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -6.3% | +1.5% | -7.8% | -6.5% |
| 30D | -8.5% | +1.7% | -10.2% | -8.8% |
| 3M | +1.8% | +8.6% | -6.8% | -0.5% |
| 6M | -19.9% | +11.7% | -31.6% | -22.1% |
| YTD | +10.6% | +19.3% | -8.7% | +3.4% |
| 1Y | +17.9% | +30.2% | -12.3% | +8.3% |
| All | +17.9% | +30.7% | -12.7% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling