+185.8%
LMT vs EME
+1,362.1%
-1,176.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.3% | -5.4% | -2.0% |
| 7D | -0.2% | +3.5% | -3.7% | -0.9% |
| 30D | -13.1% | -6.3% | -6.7% | -12.0% |
| 3M | -3.9% | -3.8% | -0.1% | -3.9% |
| 6M | -18.3% | +8.5% | -26.8% | -20.8% |
| YTD | +10.3% | +27.8% | -17.5% | +2.9% |
| 1Y | +14.2% | +22.2% | -8.0% | +6.4% |
| 3Y | +35.0% | +253.5% | -218.5% | -9.8% |
| 5Y | +73.2% | +578.6% | -505.4% | -8.6% |
| All | +185.8% | +1,362.1% | -1,176.3% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling