+71.8%
LMT vs ESI
+74.4%
-2.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.1% |
| 7D | -1.3% | +3.9% | -5.3% | -1.4% |
| 30D | -12.5% | -3.8% | -8.7% | -12.4% |
| 3M | -0.5% | -13.1% | +12.7% | -0.4% |
| 6M | -20.0% | +11.3% | -31.4% | -20.9% |
| YTD | +10.4% | +44.1% | -33.7% | +7.6% |
| 1Y | +17.7% | +40.3% | -22.6% | +14.8% |
| 3Y | +34.3% | +84.1% | -49.8% | +28.0% |
| 5Y | +71.8% | +75.8% | -4.0% | +57.3% |
| All | +71.8% | +74.4% | -2.6% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling