+185.8%
LMT vs ET
+177.0%
+8.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | -0.2% | +0.2% | -0.4% | -0.3% |
| 30D | -13.1% | +2.9% | -15.9% | -13.5% |
| 3M | -3.9% | +16.8% | -20.7% | -6.4% |
| 6M | -18.3% | +18.9% | -37.1% | -20.8% |
| YTD | +10.3% | +37.7% | -27.4% | +4.3% |
| 1Y | +14.2% | +32.4% | -18.2% | +8.6% |
| 3Y | +35.0% | +99.5% | -64.5% | +18.0% |
| 5Y | +73.2% | +244.0% | -170.7% | +36.4% |
| All | +185.8% | +177.0% | +8.8% | +112.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling