+89.0%
LMT vs ESTC
+19.3%
+69.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.6% | +4.7% | +1.2% |
| 7D | -0.5% | -13.2% | +12.6% | -0.1% |
| 30D | -10.8% | +9.3% | -20.1% | -11.1% |
| 3M | +1.6% | +37.3% | -35.8% | +0.5% |
| 6M | -17.6% | +61.0% | -78.6% | -18.9% |
| YTD | +11.6% | +10.7% | +0.9% | +10.9% |
| 1Y | +17.2% | -7.2% | +24.4% | +17.0% |
| 3Y | +35.7% | +7.2% | +28.5% | +32.2% |
| 5Y | +75.2% | -47.7% | +122.9% | +76.6% |
| All | +89.0% | +19.3% | +69.8% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ESTC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling