+97.0%
LMT vs ELAN
-29.1%
+126.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +1.4% |
| 7D | -0.5% | -6.4% | +5.9% | +0.1% |
| 30D | -10.8% | +0.6% | -11.3% | -10.9% |
| 3M | +1.6% | 0.0% | +1.6% | +1.3% |
| 6M | -17.6% | -3.4% | -14.1% | -17.9% |
| YTD | +11.6% | +1.0% | +10.6% | +10.5% |
| 1Y | +17.2% | +24.7% | -7.5% | +13.3% |
| 3Y | +35.7% | +97.2% | -61.5% | +19.6% |
| 5Y | +75.2% | -31.5% | +106.7% | +89.3% |
| All | +97.0% | -29.1% | +126.1% | +94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling