+34.1%
LMT vs ESI
+21.7%
+12.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.4% |
| 7D | +5.1% | +5.5% | -0.4% | +5.4% |
| 30D | +14.1% | -7.8% | +21.9% | +13.5% |
| 3M | +0.3% | -15.0% | +15.3% | -0.6% |
| 6M | +16.1% | -24.9% | +41.0% | +13.7% |
| YTD | +25.5% | +33.2% | -7.8% | +24.5% |
| 1Y | +34.1% | +24.9% | +9.2% | +32.1% |
| All | +34.1% | +21.7% | +12.4% | +32.1% |
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