+185.8%
LMT vs EFX
+42.6%
+143.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -0.2% | -4.5% | +4.3% | +0.7% |
| 30D | -13.1% | -6.1% | -7.0% | -12.2% |
| 3M | -3.9% | +6.2% | -10.1% | -5.6% |
| 6M | -18.3% | -11.2% | -7.0% | -17.0% |
| YTD | +10.3% | -21.4% | +31.7% | +14.3% |
| 1Y | +14.2% | -34.3% | +48.5% | +22.7% |
| 3Y | +35.0% | -12.5% | +47.5% | +33.0% |
| 5Y | +73.2% | -35.6% | +108.8% | +80.2% |
| All | +185.8% | +42.6% | +143.2% | +127.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling