+753.3%
LMT vs EMB
+132.1%
+621.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.4% |
| 7D | -6.3% | 0.0% | -6.3% | -6.3% |
| 30D | -8.5% | -0.3% | -8.2% | -8.4% |
| 3M | +1.8% | -0.4% | +2.2% | +2.0% |
| 6M | -19.9% | +0.1% | -20.1% | -20.0% |
| YTD | +10.6% | +1.6% | +9.0% | +9.9% |
| 1Y | +17.9% | +5.6% | +12.3% | +15.5% |
| 3Y | +27.0% | +29.8% | -2.9% | +15.2% |
| 5Y | +68.7% | +7.3% | +61.4% | +63.9% |
| 10Y | +181.1% | +30.4% | +150.6% | +157.0% |
| All | +753.3% | +132.1% | +621.1% | +567.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling