+75.2%
LMT vs EFX
-37.1%
+112.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.5% | -11.1% | +10.6% | +0.7% |
| 30D | -10.8% | -7.4% | -3.4% | -10.1% |
| 3M | +1.6% | +1.5% | +0.1% | +1.1% |
| 6M | -17.6% | -13.7% | -3.9% | -16.6% |
| YTD | +11.6% | -21.9% | +33.4% | +14.0% |
| 1Y | +17.2% | -30.8% | +48.0% | +21.4% |
| 3Y | +35.7% | -12.4% | +48.1% | +36.4% |
| 5Y | +75.2% | -35.9% | +111.1% | +78.3% |
| All | +75.2% | -37.1% | +112.3% | +78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling