+17.9%
LMT vs ESI
+44.5%
-26.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.4% | -1.3% |
| 7D | -6.3% | +3.3% | -9.6% | -6.2% |
| 30D | -8.5% | -5.9% | -2.6% | -8.7% |
| 3M | +1.8% | -14.1% | +15.9% | +0.7% |
| 6M | -19.9% | +6.6% | -26.5% | -20.5% |
| YTD | +10.6% | +45.0% | -34.5% | +8.7% |
| 1Y | +17.9% | +41.5% | -23.5% | +16.6% |
| All | +17.9% | +44.5% | -26.6% | +16.6% |
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