+25.9%
LMT vs ESI
+27.8%
-2.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.6% | -2.2% | -7.2% |
| 7D | -5.5% | -6.6% | +1.1% | -6.0% |
| 30D | +17.5% | -10.9% | +28.4% | +16.6% |
| 3M | +1.6% | -13.8% | +15.4% | +0.8% |
| 6M | +16.3% | -21.5% | +37.9% | +14.2% |
| YTD | +25.3% | +34.7% | -9.4% | +25.0% |
| 1Y | +25.9% | +24.9% | +1.0% | +24.1% |
| All | +25.9% | +27.8% | -2.0% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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