+185.8%
LMT vs EIX
+19.9%
+165.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.8% |
| 7D | -0.2% | -1.4% | +1.1% | +0.1% |
| 30D | -13.1% | -19.3% | +6.2% | -9.4% |
| 3M | -3.9% | -21.7% | +17.8% | +0.7% |
| 6M | -18.3% | -19.8% | +1.6% | -15.1% |
| YTD | +10.3% | -3.0% | +13.4% | +8.7% |
| 1Y | +14.2% | +5.1% | +9.1% | +9.7% |
| 3Y | +35.0% | -7.0% | +41.9% | +31.2% |
| 5Y | +73.2% | +22.0% | +51.2% | +52.4% |
| All | +185.8% | +19.9% | +165.9% | +146.8% |
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