+17.7%
LMT vs ES
+17.2%
+0.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.9% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | -12.5% | -1.0% | -11.5% | -12.3% |
| 3M | -0.5% | +1.5% | -1.9% | -0.7% |
| 6M | -20.0% | -3.5% | -16.5% | -19.5% |
| YTD | +10.4% | +7.0% | +3.4% | +9.1% |
| 1Y | +17.7% | +15.3% | +2.4% | +15.6% |
| All | +17.7% | +17.2% | +0.5% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling