+185.8%
LMT vs EFV
+169.9%
+15.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.7% |
| 7D | -0.2% | -0.8% | +0.6% | +0.2% |
| 30D | -13.1% | +0.6% | -13.7% | -13.4% |
| 3M | -3.9% | +7.5% | -11.4% | -7.6% |
| 6M | -18.3% | +13.0% | -31.3% | -23.7% |
| YTD | +10.3% | +18.3% | -8.0% | +0.4% |
| 1Y | +14.2% | +26.7% | -12.5% | 0.0% |
| 3Y | +35.0% | +89.6% | -54.6% | -7.1% |
| 5Y | +73.2% | +98.2% | -25.0% | +13.8% |
| All | +185.8% | +169.9% | +15.9% | +56.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling