+190.4%
LMT vs EMR
+279.2%
-88.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.4% | -1.3% |
| 7D | +5.1% | +2.8% | +2.3% | +4.3% |
| 30D | +14.1% | +3.7% | +10.5% | +12.9% |
| 3M | +0.3% | +2.0% | -1.7% | -0.5% |
| 6M | +16.1% | +22.1% | -6.0% | +9.4% |
| YTD | +25.5% | +27.2% | -1.8% | +15.9% |
| 1Y | +34.1% | +32.0% | +2.1% | +22.5% |
| 3Y | +45.1% | +103.3% | -58.2% | +12.4% |
| 5Y | +100.9% | +88.2% | +12.7% | +56.4% |
| All | +190.4% | +279.2% | -88.8% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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