+14.2%
LMT vs EFV
+27.7%
-13.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | -0.2% | -0.8% | +0.6% | 0.0% |
| 30D | -13.1% | +0.6% | -13.7% | -13.2% |
| 3M | -3.9% | +7.5% | -11.4% | -5.7% |
| 6M | -18.3% | +13.0% | -31.3% | -20.7% |
| YTD | +10.3% | +18.3% | -8.0% | +3.4% |
| 1Y | +14.2% | +26.7% | -12.5% | +6.7% |
| All | +14.2% | +27.7% | -13.4% | +6.7% |
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