+25.9%
LMT vs EFV
+25.8%
0.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.1% | -10.0% | -7.1% |
| 7D | -5.5% | +2.9% | -8.4% | -5.7% |
| 30D | +17.5% | +3.6% | +13.9% | +17.1% |
| 3M | +1.6% | -0.1% | +1.7% | +1.9% |
| 6M | +16.3% | +9.6% | +6.7% | +14.0% |
| YTD | +25.3% | +17.0% | +8.3% | +19.4% |
| 1Y | +25.9% | +25.7% | +0.2% | +23.2% |
| All | +25.9% | +25.8% | 0.0% | +23.2% |
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