+1,278.9%
LMT vs ET
+1,447.8%
-168.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.3% |
| 7D | -1.3% | +0.6% | -2.0% | -1.4% |
| 30D | -12.5% | +5.3% | -17.8% | -13.1% |
| 3M | -0.5% | +15.6% | -16.1% | -2.4% |
| 6M | -20.0% | +20.6% | -40.6% | -22.1% |
| YTD | +10.4% | +38.5% | -28.1% | +5.7% |
| 1Y | +17.7% | +35.7% | -18.0% | +12.9% |
| 3Y | +34.3% | +98.4% | -64.1% | +21.6% |
| 5Y | +71.8% | +245.3% | -173.5% | +43.8% |
| 10Y | +187.0% | +173.7% | +13.2% | +136.0% |
| All | +1,278.9% | +1,447.8% | -168.9% | +552.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling