+12,638.2%
LMT vs ES
+1,229.2%
+11,409.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.9% |
| 7D | -8.5% | -0.1% | -8.5% | -8.6% |
| 30D | +15.4% | +5.7% | +9.7% | +13.7% |
| 3M | +0.7% | -2.8% | +3.5% | +1.3% |
| 6M | +17.6% | +7.0% | +10.6% | +15.3% |
| YTD | +23.8% | +6.8% | +17.0% | +21.2% |
| 1Y | +31.6% | -0.5% | +32.1% | +30.9% |
| 3Y | +44.0% | +47.2% | -3.2% | +27.0% |
| 5Y | +98.8% | +2.3% | +96.6% | +92.1% |
| 10Y | +202.1% | +85.6% | +116.5% | +151.3% |
| All | +12,638.2% | +1,229.2% | +11,409.0% | +7,415.1% |
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