+3,049.0%
LMT vs EL
+1,685.7%
+1,363.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.4% | -1.9% |
| 7D | -6.3% | +0.8% | -7.1% | -6.4% |
| 30D | -8.5% | +19.8% | -28.3% | -11.5% |
| 3M | +1.8% | +25.7% | -23.9% | -2.5% |
| 6M | -19.9% | +5.4% | -25.4% | -21.5% |
| YTD | +10.6% | +0.2% | +10.4% | +8.6% |
| 1Y | +17.9% | +20.4% | -2.5% | +11.8% |
| 3Y | +27.0% | -32.1% | +59.1% | +28.0% |
| 5Y | +68.7% | -67.2% | +135.8% | +91.2% |
| 10Y | +181.1% | +31.7% | +149.3% | +135.8% |
| All | +3,049.0% | +1,685.7% | +1,363.3% | +1,636.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling