+74.4%
LMT vs EMB
+7.3%
+67.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | -1.5% | +0.3% | -1.8% | -1.6% |
| 30D | -8.2% | -0.5% | -7.8% | -8.2% |
| 3M | +3.7% | +0.3% | +3.4% | +3.7% |
| 6M | -19.2% | +1.2% | -20.3% | -19.4% |
| YTD | +12.9% | +1.5% | +11.4% | +12.5% |
| 1Y | +19.8% | +4.8% | +15.0% | +18.8% |
| 3Y | +37.3% | +30.4% | +6.9% | +31.9% |
| 5Y | +74.4% | +7.3% | +67.1% | +51.9% |
| All | +74.4% | +7.3% | +67.1% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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