+11,275.8%
LMT vs EMR
+4,039.8%
+7,236.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.2% | -2.0% |
| 7D | -6.3% | -1.5% | -4.7% | -5.9% |
| 30D | -8.5% | -5.6% | -2.9% | -7.0% |
| 3M | +1.8% | +7.9% | -6.1% | -0.8% |
| 6M | -19.9% | +6.0% | -26.0% | -22.0% |
| YTD | +10.6% | +16.4% | -5.9% | +4.4% |
| 1Y | +17.9% | +16.6% | +1.3% | +11.0% |
| 3Y | +27.0% | +62.9% | -35.9% | +4.8% |
| 5Y | +68.7% | +60.1% | +8.6% | +37.4% |
| 10Y | +181.1% | +268.7% | -87.7% | +68.5% |
| All | +11,275.8% | +4,039.8% | +7,236.0% | +3,203.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling