+4,864.2%
LMT vs EME
+61,154.1%
-56,289.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.3% | -1.7% |
| 7D | -1.3% | +2.7% | -4.1% | -1.8% |
| 30D | -12.5% | -6.8% | -5.7% | -11.5% |
| 3M | -0.5% | -8.8% | +8.4% | +0.5% |
| 6M | -20.0% | +5.0% | -25.0% | -21.6% |
| YTD | +10.4% | +23.5% | -13.1% | +4.9% |
| 1Y | +17.7% | +21.3% | -3.6% | +11.4% |
| 3Y | +34.3% | +241.1% | -206.8% | +1.5% |
| 5Y | +71.8% | +549.2% | -477.3% | +13.0% |
| 10Y | +187.0% | +1,306.4% | -1,119.4% | +59.4% |
| All | +4,864.2% | +61,154.1% | -56,289.9% | +1,856.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling