+563.4%
LMT vs ESI
+200.4%
+363.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.2% | -0.8% |
| 7D | +4.8% | +8.3% | -3.5% | +4.0% |
| 30D | +19.9% | -10.4% | +30.3% | +21.0% |
| 3M | +0.2% | -13.2% | +13.4% | +1.3% |
| 6M | +17.4% | -23.9% | +41.3% | +19.9% |
| YTD | +27.2% | +34.2% | -7.0% | +20.7% |
| 1Y | +35.6% | +22.2% | +13.4% | +30.0% |
| 3Y | +47.1% | +79.2% | -32.1% | +32.5% |
| 5Y | +103.7% | +38.1% | +65.5% | +87.3% |
| 10Y | +203.5% | +323.6% | -120.1% | +135.8% |
| All | +563.4% | +200.4% | +363.0% | +448.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling