+177.3%
LMT vs ELF
+357.0%
-179.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.5% |
| 7D | -6.3% | +5.4% | -11.6% | -6.5% |
| 30D | -8.5% | +27.0% | -35.5% | -9.7% |
| 3M | +1.8% | +113.2% | -111.4% | -2.5% |
| 6M | -19.9% | +36.6% | -56.5% | -21.6% |
| YTD | +10.6% | +44.2% | -33.7% | +7.6% |
| 1Y | +17.9% | -18.0% | +35.9% | +17.7% |
| 3Y | +27.0% | -19.9% | +46.9% | +23.0% |
| 5Y | +68.7% | +257.7% | -189.0% | +39.0% |
| All | +177.3% | +357.0% | -179.6% | +104.4% |
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