+143.3%
LMT vs EQX
+232.0%
-88.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.8% | -1.2% |
| 7D | -0.2% | -3.2% | +3.0% | -0.2% |
| 30D | -13.1% | +7.8% | -20.8% | -13.2% |
| 3M | -3.9% | +21.3% | -25.2% | -4.3% |
| 6M | -18.3% | -22.4% | +4.2% | -18.0% |
| YTD | +10.3% | -11.3% | +21.7% | +10.3% |
| 1Y | +14.2% | +13.5% | +0.7% | +13.5% |
| 3Y | +35.0% | +162.1% | -127.2% | +31.4% |
| 5Y | +73.2% | +84.2% | -11.0% | +68.6% |
| All | +143.3% | +232.0% | -88.7% | +166.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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