+99.9%
LMT vs EMB
+7.3%
+92.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | +5.1% | -0.9% | +6.0% | +5.3% |
| 30D | +14.1% | +0.4% | +13.8% | +14.1% |
| 3M | +0.3% | -3.1% | +3.4% | +0.8% |
| 6M | +16.1% | -2.1% | +18.2% | +16.5% |
| YTD | +25.5% | -1.1% | +26.6% | +25.6% |
| 1Y | +34.1% | -0.1% | +34.2% | +34.0% |
| 3Y | +45.1% | +29.6% | +15.5% | +39.5% |
| All | +99.9% | +7.3% | +92.6% | +76.5% |
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