+72.0%
LMT vs ES
-5.6%
+77.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.3% |
| 7D | -6.3% | +0.3% | -6.6% | -6.3% |
| 30D | -8.5% | -2.0% | -6.5% | -8.1% |
| 3M | +1.8% | +1.7% | +0.2% | +1.3% |
| 6M | -19.9% | -3.5% | -16.4% | -19.4% |
| YTD | +10.6% | +7.9% | +2.7% | +8.2% |
| 1Y | +17.9% | +17.2% | +0.8% | +12.4% |
| 3Y | +27.0% | +29.3% | -2.3% | +16.3% |
| All | +72.0% | -5.6% | +77.6% | +72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling