+179.9%
LMT vs ELF
+299.0%
-119.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.3% | +5.4% | +1.3% |
| 7D | -0.5% | -10.8% | +10.3% | 0.0% |
| 30D | -10.8% | +0.8% | -11.6% | -10.9% |
| 3M | +1.6% | +64.8% | -63.2% | -1.4% |
| 6M | -17.6% | +19.0% | -36.5% | -18.7% |
| YTD | +11.6% | +25.9% | -14.3% | +9.4% |
| 1Y | +17.2% | -28.8% | +46.0% | +17.9% |
| 3Y | +35.7% | -29.6% | +65.3% | +32.4% |
| 5Y | +75.2% | +216.2% | -141.0% | +45.2% |
| All | +179.9% | +299.0% | -119.1% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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