+25.9%
LMT vs EFX
-7.5%
+33.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.4% | -9.3% | -7.0% |
| 7D | -5.5% | +9.2% | -14.7% | -6.1% |
| 30D | +17.5% | +34.8% | -17.3% | +15.2% |
| 3M | +1.6% | +8.8% | -7.2% | +0.6% |
| 6M | +16.3% | +12.3% | +4.0% | +14.8% |
| YTD | +25.3% | -10.6% | +35.9% | +26.8% |
| 1Y | +25.9% | -6.7% | +32.6% | +27.0% |
| All | +25.9% | -7.5% | +33.4% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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