+73.0%
LMT vs ELV
+24.6%
+48.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.5% | -0.8% |
| 7D | -0.2% | +2.8% | -3.0% | -0.6% |
| 30D | -13.1% | +4.9% | -18.0% | -13.7% |
| 3M | -3.9% | +4.9% | -8.8% | -4.8% |
| 6M | -18.3% | +45.1% | -63.3% | -23.1% |
| YTD | +10.3% | +20.7% | -10.3% | +6.3% |
| 1Y | +14.2% | +35.0% | -20.8% | +7.7% |
| 3Y | +35.0% | -2.4% | +37.4% | +33.9% |
| All | +73.0% | +24.6% | +48.5% | +67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling