+25.9%
LMT vs ETR
+18.4%
+7.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.7% | -9.6% | -7.4% |
| 7D | -5.5% | +3.7% | -9.2% | -6.2% |
| 30D | +17.5% | +11.0% | +6.5% | +14.9% |
| 3M | +1.6% | +3.4% | -1.8% | +0.9% |
| 6M | +16.3% | -3.3% | +19.6% | +16.7% |
| YTD | +25.3% | +23.3% | +2.0% | +16.8% |
| 1Y | +25.9% | +19.2% | +6.7% | +17.8% |
| All | +25.9% | +18.4% | +7.5% | +17.8% |
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