+185.8%
LMT vs EOG
+121.1%
+64.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | -0.2% | +1.5% | -1.7% | -0.5% |
| 30D | -13.1% | +2.9% | -16.0% | -13.6% |
| 3M | -3.9% | +8.7% | -12.6% | -5.6% |
| 6M | -18.3% | +12.9% | -31.2% | -20.5% |
| YTD | +10.3% | +43.8% | -33.5% | +2.3% |
| 1Y | +14.2% | +27.1% | -12.8% | +8.3% |
| 3Y | +35.0% | +25.9% | +9.1% | +26.7% |
| 5Y | +73.2% | +177.9% | -104.7% | +36.5% |
| All | +185.8% | +121.1% | +64.7% | +121.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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