+188.9%
LMT vs ES
+85.1%
+103.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.9% |
| 7D | -1.5% | +1.4% | -2.9% | -2.0% |
| 30D | -8.2% | -1.2% | -7.1% | -7.9% |
| 3M | +3.7% | +5.0% | -1.3% | +1.8% |
| 6M | -19.2% | -2.8% | -16.3% | -18.6% |
| YTD | +12.9% | +8.6% | +4.3% | +9.1% |
| 1Y | +19.8% | +18.9% | +0.9% | +11.3% |
| 3Y | +37.3% | +32.1% | +5.1% | +19.7% |
| 5Y | +74.4% | -5.1% | +79.4% | +72.6% |
| 10Y | +188.9% | +84.2% | +104.7% | +161.6% |
| All | +188.9% | +85.1% | +103.8% | +161.6% |
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