+17.2%
LMT vs ESI
+34.0%
-16.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.5% | +5.6% | +0.9% |
| 7D | -0.5% | -2.3% | +1.8% | -0.6% |
| 30D | -10.8% | -9.0% | -1.7% | -11.1% |
| 3M | +1.6% | -13.3% | +14.9% | +0.4% |
| 6M | -17.6% | +5.3% | -22.8% | -18.3% |
| YTD | +11.6% | +37.6% | -26.0% | +9.8% |
| 1Y | +17.2% | +33.6% | -16.4% | +15.8% |
| All | +17.2% | +34.0% | -16.8% | +15.8% |
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 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