+189.0%
LMT vs EMR
+274.4%
-85.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.4% |
| 7D | -0.5% | -1.2% | +0.7% | -0.2% |
| 30D | -10.8% | -9.4% | -1.3% | -8.4% |
| 3M | +1.6% | +8.6% | -7.0% | -0.9% |
| 6M | -17.6% | +6.7% | -24.2% | -19.6% |
| YTD | +11.6% | +13.1% | -1.5% | +6.6% |
| 1Y | +17.2% | +12.7% | +4.5% | +11.8% |
| 3Y | +35.7% | +58.1% | -22.3% | +13.5% |
| 5Y | +75.2% | +63.6% | +11.6% | +41.8% |
| All | +189.0% | +274.4% | -85.3% | +72.0% |
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