+189.0%
LMT vs EL
+25.3%
+163.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.4% |
| 7D | -0.5% | -4.4% | +3.8% | 0.0% |
| 30D | -10.8% | +10.3% | -21.0% | -12.1% |
| 3M | +1.6% | +13.4% | -11.8% | -0.4% |
| 6M | -17.6% | +3.1% | -20.6% | -18.5% |
| YTD | +11.6% | -6.9% | +18.5% | +11.2% |
| 1Y | +17.2% | +11.9% | +5.3% | +13.3% |
| 3Y | +35.7% | -33.8% | +69.5% | +39.4% |
| 5Y | +75.2% | -69.0% | +144.2% | +111.3% |
| All | +189.0% | +25.3% | +163.8% | +147.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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