+11,511.2%
LMT vs EFX
+6,208.6%
+5,302.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.1% | +5.1% | +2.7% |
| 7D | -1.5% | -7.8% | +6.3% | +0.1% |
| 30D | -8.2% | -5.7% | -2.5% | -7.3% |
| 3M | +3.7% | +2.5% | +1.2% | +2.5% |
| 6M | -19.2% | -16.7% | -2.5% | -16.8% |
| YTD | +12.9% | -20.2% | +33.0% | +16.6% |
| 1Y | +19.8% | -31.4% | +51.2% | +27.5% |
| 3Y | +37.3% | -10.5% | +47.8% | +35.2% |
| 5Y | +74.4% | -35.2% | +109.6% | +79.7% |
| 10Y | +188.9% | +40.2% | +148.7% | +142.9% |
| All | +11,511.2% | +6,208.6% | +5,302.6% | +5,048.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling