+11,275.8%
LMT vs EIX
+1,083.9%
+10,191.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.3% | -1.6% |
| 7D | -6.3% | -19.1% | +12.8% | -3.2% |
| 30D | -8.5% | -16.9% | +8.4% | -6.1% |
| 3M | +1.8% | -20.0% | +21.8% | +5.2% |
| 6M | -19.9% | -21.3% | +1.4% | -17.2% |
| YTD | +10.6% | -1.7% | +12.3% | +9.4% |
| 1Y | +17.9% | +9.6% | +8.4% | +14.0% |
| 3Y | +27.0% | -3.7% | +30.6% | +24.1% |
| 5Y | +68.7% | +22.6% | +46.1% | +56.2% |
| 10Y | +181.1% | +17.7% | +163.4% | +155.8% |
| All | +11,275.8% | +1,083.9% | +10,191.9% | +6,148.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling