+11,275.8%
LMT vs ETR
+4,412.2%
+6,863.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.8% |
| 3M | +1.8% | -1.3% | +3.1% | +2.1% |
| 6M | -19.9% | +1.9% | -21.8% | -20.7% |
| YTD | +10.6% | +18.2% | -7.6% | +5.0% |
| 1Y | +17.9% | +24.7% | -6.7% | +10.3% |
| 3Y | +27.0% | +150.7% | -123.7% | -4.1% |
| 5Y | +68.7% | +127.0% | -58.4% | +29.8% |
| 10Y | +181.1% | +295.5% | -114.4% | +84.1% |
| All | +11,275.8% | +4,412.2% | +6,863.6% | +4,396.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling