+35.1%
LMT vs ETR
+148.1%
-113.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.9% |
| 7D | -1.3% | +0.4% | -1.7% | -1.4% |
| 30D | -12.5% | +2.0% | -14.6% | -12.9% |
| 3M | -0.5% | -1.7% | +1.2% | -0.1% |
| 6M | -20.0% | +3.6% | -23.6% | -20.7% |
| YTD | +10.4% | +18.0% | -7.7% | +6.3% |
| 1Y | +17.7% | +26.2% | -8.5% | +11.8% |
| All | +35.1% | +148.1% | -113.1% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling