+47.0%
LMT vs ESI
+80.4%
-33.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.2% | -1.0% |
| 7D | +4.8% | +8.3% | -3.5% | +4.9% |
| 30D | +19.9% | -10.4% | +30.3% | +19.7% |
| 3M | +0.2% | -13.2% | +13.4% | +0.1% |
| 6M | +17.4% | -23.9% | +41.3% | +17.1% |
| YTD | +27.2% | +34.2% | -7.0% | +24.0% |
| 1Y | +35.6% | +22.2% | +13.4% | +32.8% |
| All | +47.0% | +80.4% | -33.3% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling