+73.0%
LMT vs ET
+241.8%
-168.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.6% |
| 6M | -18.3% | +18.9% | -37.1% | -20.9% |
| YTD | +10.3% | +37.7% | -27.4% | +3.9% |
| 1Y | +14.2% | +32.4% | -18.2% | +8.3% |
| 3Y | +35.0% | +99.5% | -64.5% | +14.2% |
| All | +73.0% | +241.8% | -168.7% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling