+71.8%
LMT vs ELF
+230.6%
-158.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -2.2% |
| 7D | -1.3% | -6.8% | +5.4% | -1.3% |
| 30D | -12.5% | +5.1% | -17.6% | -12.5% |
| 3M | -0.5% | +79.8% | -80.2% | -1.0% |
| 6M | -20.0% | +29.7% | -49.7% | -20.3% |
| YTD | +10.4% | +31.6% | -21.2% | +9.9% |
| 1Y | +17.7% | -27.9% | +45.6% | +17.5% |
| 3Y | +34.3% | -26.4% | +60.7% | +32.8% |
| 5Y | +71.8% | +235.6% | -163.8% | +62.3% |
| All | +71.8% | +230.6% | -158.8% | +62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling