+214.7%
LMT vs ELF
+391.6%
-176.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.9% | -5.3% | -1.5% |
| 7D | +5.1% | +1.6% | +3.5% | +5.0% |
| 30D | +14.1% | +9.1% | +5.0% | +13.6% |
| 3M | +0.3% | +28.2% | -27.9% | -1.1% |
| 6M | +16.1% | +119.5% | -103.4% | +10.9% |
| YTD | +25.5% | +55.2% | -29.7% | +21.6% |
| 1Y | +34.1% | +58.6% | -24.5% | +29.7% |
| 3Y | +45.1% | +21.3% | +23.8% | +36.2% |
| 5Y | +100.9% | +276.2% | -175.3% | +65.6% |
| 10Y | +199.4% | +337.0% | -137.5% | +119.6% |
| All | +214.7% | +391.6% | -176.9% | +130.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling