+1,460.2%
LMT vs EFV
+256.4%
+1,203.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.4% |
| 7D | -1.5% | +1.0% | -2.5% | -2.0% |
| 30D | -8.2% | +0.2% | -8.4% | -8.4% |
| 3M | +3.7% | +9.6% | -5.9% | -0.9% |
| 6M | -19.2% | +14.0% | -33.2% | -24.5% |
| YTD | +12.9% | +18.5% | -5.6% | +3.4% |
| 1Y | +19.8% | +27.9% | -8.1% | +5.6% |
| 3Y | +37.3% | +92.4% | -55.2% | -2.3% |
| 5Y | +74.4% | +97.2% | -22.8% | +20.5% |
| 10Y | +188.9% | +163.0% | +25.9% | +70.9% |
| All | +1,460.2% | +256.4% | +1,203.9% | +659.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling