+205.2%
LMT vs ES
+87.3%
+117.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.4% | +2.5% |
| 7D | -5.6% | +0.9% | -6.5% | -6.0% |
| 30D | +18.4% | +5.9% | +12.4% | +15.9% |
| 3M | +0.6% | -1.0% | +1.6% | +0.8% |
| 6M | +20.6% | +7.2% | +13.4% | +17.3% |
| YTD | +27.0% | +7.0% | +20.0% | +23.2% |
| 1Y | +36.9% | +0.5% | +36.4% | +35.2% |
| 3Y | +46.9% | +48.7% | -1.8% | +21.8% |
| 5Y | +104.2% | +1.9% | +102.3% | +95.6% |
| 10Y | +205.2% | +89.2% | +116.1% | +178.1% |
| All | +205.2% | +87.3% | +117.9% | +178.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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