+554.5%
LMT vs ESI
+198.2%
+356.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.3% |
| 7D | +5.1% | +5.5% | -0.4% | +4.5% |
| 30D | +14.1% | -7.8% | +21.9% | +14.9% |
| 3M | +0.3% | -15.0% | +15.3% | +1.7% |
| 6M | +16.1% | -24.9% | +41.0% | +18.7% |
| YTD | +25.5% | +33.2% | -7.8% | +19.2% |
| 1Y | +34.1% | +24.9% | +9.2% | +28.3% |
| 3Y | +45.1% | +77.8% | -32.7% | +30.8% |
| 5Y | +100.9% | +37.1% | +63.8% | +84.9% |
| 10Y | +199.4% | +320.5% | -121.1% | +132.8% |
| All | +554.5% | +198.2% | +356.3% | +441.5% |
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