+75.2%
LMT vs EFV
+94.1%
-18.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | -0.5% | -2.0% | +1.5% | -0.1% |
| 30D | -10.8% | -0.2% | -10.6% | -10.7% |
| 3M | +1.6% | +9.1% | -7.5% | -0.5% |
| 6M | -17.6% | +11.7% | -29.3% | -19.8% |
| YTD | +11.6% | +17.0% | -5.5% | +7.3% |
| 1Y | +17.2% | +26.7% | -9.5% | +10.6% |
| 3Y | +35.7% | +90.2% | -54.4% | +16.1% |
| 5Y | +75.2% | +96.1% | -20.9% | +42.4% |
| All | +75.2% | +94.1% | -18.9% | +42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling