+75.6%
LMT vs EW
-29.4%
+105.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.5% | +5.6% | +2.1% |
| 7D | -1.5% | -4.4% | +2.9% | -1.5% |
| 30D | -8.2% | -3.3% | -4.9% | -8.2% |
| 3M | +3.7% | +1.0% | +2.7% | +3.7% |
| 6M | -19.2% | +6.2% | -25.4% | -19.2% |
| YTD | +12.9% | +1.7% | +11.1% | +12.9% |
| 1Y | +19.8% | +8.1% | +11.7% | +19.7% |
| 3Y | +37.3% | +17.1% | +20.2% | +36.0% |
| All | +75.6% | -29.4% | +105.1% | +78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling