+190.4%
LMT vs EL
+62.2%
+128.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.5% | -1.5% |
| 7D | +5.1% | +1.5% | +3.6% | +4.9% |
| 30D | +14.1% | +10.0% | +4.1% | +12.7% |
| 3M | +0.3% | +28.4% | -28.1% | -3.2% |
| 6M | +16.1% | +37.1% | -21.0% | +10.8% |
| YTD | +25.5% | +7.8% | +17.6% | +22.5% |
| 1Y | +34.1% | +26.0% | +8.1% | +27.8% |
| 3Y | +45.1% | +3.8% | +41.3% | +37.4% |
| 5Y | +100.9% | -65.2% | +166.1% | +141.4% |
| All | +190.4% | +62.2% | +128.2% | +138.1% |
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