+75.0%
LMT vs EOSE
-58.6%
+133.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | -2.2% |
| 7D | -1.3% | +15.0% | -16.3% | -1.4% |
| 30D | -12.5% | +2.5% | -15.0% | -12.5% |
| 3M | -0.5% | -33.7% | +33.2% | -0.2% |
| 6M | -20.0% | -32.7% | +12.7% | -20.0% |
| YTD | +10.4% | -63.8% | +74.2% | +10.9% |
| 1Y | +17.7% | -40.5% | +58.3% | +17.7% |
| 3Y | +34.3% | +50.4% | -16.1% | +32.4% |
| 5Y | +71.8% | -68.6% | +140.4% | +63.0% |
| All | +75.0% | -58.6% | +133.7% | +70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling