+185.8%
LMT vs ELV
+280.2%
-94.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | -0.2% | +3.2% | -3.4% | -1.0% |
| 30D | -13.1% | +5.4% | -18.4% | -14.2% |
| 3M | -3.9% | +5.4% | -9.2% | -5.5% |
| 6M | -18.3% | +45.7% | -64.0% | -26.3% |
| YTD | +10.3% | +21.2% | -10.9% | +3.5% |
| 1Y | +14.2% | +35.6% | -21.4% | +3.6% |
| 3Y | +35.0% | -2.0% | +37.0% | +31.2% |
| 5Y | +73.2% | +26.0% | +47.2% | +52.0% |
| All | +185.8% | +280.2% | -94.4% | +84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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