+17.2%
LMT vs ELF
-31.2%
+48.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.3% | +5.4% | +1.1% |
| 7D | -0.5% | -10.8% | +10.3% | -0.4% |
| 30D | -10.8% | +0.8% | -11.6% | -10.8% |
| 3M | +1.6% | +64.8% | -63.2% | +0.3% |
| 6M | -17.6% | +19.0% | -36.5% | -18.4% |
| YTD | +11.6% | +25.9% | -14.3% | +10.1% |
| 1Y | +17.2% | -28.8% | +46.0% | +16.6% |
| All | +17.2% | -31.2% | +48.4% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling