+35.0%
LMT vs EOSE
+42.6%
-7.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.1% |
| 7D | -0.2% | +1.8% | -2.0% | -0.2% |
| 30D | -13.1% | -6.8% | -6.2% | -13.0% |
| 3M | -3.9% | -36.3% | +32.4% | -3.8% |
| 6M | -18.3% | -38.8% | +20.5% | -18.2% |
| YTD | +10.3% | -65.5% | +75.9% | +10.7% |
| 1Y | +14.2% | -45.3% | +59.5% | +14.7% |
| 3Y | +35.0% | +44.2% | -9.2% | +35.1% |
| All | +35.0% | +42.6% | -7.6% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling