+47.0%
LMT vs EMR
+103.3%
-56.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +4.8% | +2.7% | +2.2% | +4.6% |
| 30D | +19.9% | +2.1% | +17.8% | +19.6% |
| 3M | +0.2% | +2.3% | -2.1% | -0.1% |
| 6M | +17.4% | +22.5% | -5.1% | +14.7% |
| YTD | +27.2% | +27.2% | 0.0% | +23.5% |
| 1Y | +35.6% | +28.0% | +7.6% | +31.6% |
| All | +47.0% | +103.3% | -56.3% | +38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling