+190.4%
LMT vs EIX
+35.3%
+155.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | +5.1% | +1.4% | +3.7% | +4.8% |
| 30D | +14.1% | +8.5% | +5.6% | +11.8% |
| 3M | +0.3% | -13.5% | +13.7% | +2.7% |
| 6M | +16.1% | -12.4% | +28.5% | +18.0% |
| YTD | +25.5% | +5.9% | +19.6% | +20.7% |
| 1Y | +34.1% | +7.6% | +26.5% | +28.4% |
| 3Y | +45.1% | +12.8% | +32.3% | +33.3% |
| 5Y | +100.9% | +19.2% | +81.7% | +78.8% |
| All | +190.4% | +35.3% | +155.1% | +142.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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