+107.6%
LMT vs EW
-11.1%
+118.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +1.1% |
| 7D | +2.5% | +6.5% | -4.0% | +2.4% |
| 30D | +19.2% | +22.5% | -3.3% | +18.8% |
| 3M | +2.7% | +13.0% | -10.3% | +2.4% |
| 6M | +20.6% | +37.1% | -16.5% | +20.1% |
| YTD | +28.4% | +24.1% | +4.3% | +28.0% |
| 1Y | +36.9% | +24.2% | +12.7% | +36.5% |
| 3Y | +48.5% | +64.8% | -16.2% | +46.2% |
| 5Y | +107.6% | -7.4% | +115.1% | +108.9% |
| All | +107.6% | -11.1% | +118.7% | +108.9% |
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