+17.9%
LMT vs EOSE
-49.1%
+67.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.9% | -12.3% | -1.5% |
| 7D | -6.3% | +19.0% | -25.3% | -6.3% |
| 30D | -8.5% | +1.6% | -10.1% | -8.4% |
| 3M | +1.8% | -52.0% | +53.8% | +2.7% |
| 6M | -19.9% | -42.5% | +22.6% | -19.7% |
| YTD | +10.6% | -66.1% | +76.7% | +12.7% |
| 1Y | +17.9% | -47.1% | +65.1% | +20.2% |
| All | +17.9% | -49.1% | +67.0% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1y: compounded portfolio wealth divided by compounded EOSE 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…
1y analysis · Full analysis span regression · 6 months rolling