+73.0%
LMT vs EME
+575.5%
-502.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.3% | -5.4% | -1.4% |
| 7D | -0.2% | +3.5% | -3.7% | -0.5% |
| 30D | -13.1% | -6.3% | -6.7% | -12.7% |
| 3M | -3.9% | -3.8% | -0.1% | -3.9% |
| 6M | -18.3% | +8.5% | -26.8% | -19.3% |
| YTD | +10.3% | +27.8% | -17.5% | +7.6% |
| 1Y | +14.2% | +22.2% | -8.0% | +11.3% |
| 3Y | +35.0% | +253.5% | -218.5% | +14.1% |
| All | +73.0% | +575.5% | -502.5% | +26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling