+17.9%
LMT vs ETR
+23.8%
-5.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.3% |
| 7D | -6.3% | +1.4% | -7.7% | -6.6% |
| 30D | -8.5% | +1.0% | -9.5% | -8.7% |
| 3M | +1.8% | -1.3% | +3.1% | +2.3% |
| 6M | -19.9% | +1.9% | -21.8% | -20.0% |
| YTD | +10.6% | +18.2% | -7.6% | +3.4% |
| 1Y | +17.9% | +24.7% | -6.7% | +8.8% |
| All | +17.9% | +23.8% | -5.9% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling