+185.8%
LMT vs ESI
+312.8%
-127.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | -0.2% | -4.6% | +4.4% | +0.4% |
| 30D | -13.1% | -10.5% | -2.6% | -11.8% |
| 3M | -3.9% | -19.8% | +15.9% | -1.4% |
| 6M | -18.3% | +5.8% | -24.1% | -20.3% |
| YTD | +10.3% | +38.3% | -28.0% | +2.6% |
| 1Y | +14.2% | +31.5% | -17.3% | +6.7% |
| 3Y | +35.0% | +80.7% | -45.7% | +16.4% |
| 5Y | +73.2% | +69.4% | +3.8% | +47.2% |
| All | +185.8% | +312.8% | -127.0% | +89.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling