+103.7%
LMT vs EMR
+87.7%
+15.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +4.8% | +2.7% | +2.2% | +4.5% |
| 30D | +19.9% | +2.1% | +17.8% | +19.5% |
| 3M | +0.2% | +2.3% | -2.1% | -0.2% |
| 6M | +17.4% | +22.5% | -5.1% | +13.8% |
| YTD | +27.2% | +27.2% | 0.0% | +22.1% |
| 1Y | +35.6% | +28.0% | +7.6% | +30.1% |
| 3Y | +47.1% | +103.4% | -56.3% | +28.4% |
| 5Y | +103.7% | +88.2% | +15.5% | +73.3% |
| All | +103.7% | +87.7% | +15.9% | +73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling