+12,961.6%
LMT vs ES
+1,231.7%
+11,729.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.4% | +2.5% |
| 7D | -5.6% | +0.9% | -6.5% | -5.9% |
| 30D | +18.4% | +5.9% | +12.4% | +16.5% |
| 3M | +0.6% | -1.0% | +1.6% | +0.8% |
| 6M | +20.6% | +7.2% | +13.4% | +18.1% |
| YTD | +27.0% | +7.0% | +20.0% | +24.2% |
| 1Y | +36.9% | +0.5% | +36.4% | +35.7% |
| 3Y | +46.9% | +48.7% | -1.8% | +29.1% |
| 5Y | +104.2% | +1.9% | +102.3% | +97.5% |
| 10Y | +205.2% | +89.2% | +116.1% | +152.7% |
| All | +12,961.6% | +1,231.7% | +11,729.8% | +7,602.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling