+94.8%
LMT vs ELAN
-28.2%
+123.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.3% |
| 7D | -0.2% | -5.4% | +5.2% | +0.3% |
| 30D | -13.1% | +4.7% | -17.8% | -13.5% |
| 3M | -3.9% | -3.7% | -0.2% | -3.8% |
| 6M | -18.3% | -1.2% | -17.1% | -18.8% |
| YTD | +10.3% | +2.4% | +8.0% | +9.1% |
| 1Y | +14.2% | +23.4% | -9.1% | +10.6% |
| 3Y | +35.0% | +96.7% | -61.7% | +19.1% |
| 5Y | +73.2% | -30.6% | +103.8% | +87.0% |
| All | +94.8% | -28.2% | +123.0% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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