+14.2%
LMT vs ETR
+21.8%
-7.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -0.2% | -1.8% | +1.6% | +0.2% |
| 30D | -13.1% | -1.8% | -11.3% | -12.7% |
| 3M | -3.9% | -3.6% | -0.3% | -2.9% |
| 6M | -18.3% | +2.6% | -20.9% | -18.7% |
| YTD | +10.3% | +16.0% | -5.7% | +3.9% |
| 1Y | +14.2% | +20.1% | -5.9% | +6.2% |
| All | +14.2% | +21.8% | -7.5% | +6.2% |
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