+185.8%
LMT vs EW
+120.5%
+65.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.6% | -0.7% |
| 7D | -0.2% | -6.2% | +5.9% | +0.8% |
| 30D | -13.1% | -9.3% | -3.7% | -11.8% |
| 3M | -3.9% | -1.6% | -2.3% | -3.7% |
| 6M | -18.3% | -0.8% | -17.4% | -18.3% |
| YTD | +10.3% | -1.0% | +11.4% | +10.2% |
| 1Y | +14.2% | +8.2% | +6.1% | +12.3% |
| 3Y | +35.0% | +12.7% | +22.3% | +27.5% |
| 5Y | +73.2% | -30.2% | +103.5% | +78.7% |
| All | +185.8% | +120.5% | +65.3% | +125.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling