+1,995.5%
LMT vs ELV
+2,378.1%
-382.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.9% |
| 7D | -1.3% | -2.2% | +0.9% | -0.8% |
| 30D | -12.5% | -0.2% | -12.3% | -12.5% |
| 3M | -0.5% | -6.1% | +5.6% | +0.7% |
| 6M | -20.0% | +42.8% | -62.9% | -27.6% |
| YTD | +10.4% | +14.4% | -4.0% | +5.1% |
| 1Y | +17.7% | +28.6% | -10.9% | +8.3% |
| 3Y | +34.3% | -7.4% | +41.7% | +31.9% |
| 5Y | +71.8% | +14.5% | +57.4% | +56.6% |
| 10Y | +187.0% | +257.4% | -70.4% | +86.1% |
| All | +1,995.5% | +2,378.1% | -382.6% | +799.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling