+6,603.7%
LMT vs EW
+8,226.0%
-1,622.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.9% |
| 7D | +2.5% | +6.5% | -4.0% | +1.6% |
| 30D | +19.2% | +22.5% | -3.3% | +15.7% |
| 3M | +2.7% | +13.0% | -10.3% | +0.8% |
| 6M | +20.6% | +37.1% | -16.5% | +15.1% |
| YTD | +28.4% | +24.1% | +4.3% | +24.0% |
| 1Y | +36.9% | +24.2% | +12.7% | +32.1% |
| 3Y | +48.5% | +64.8% | -16.2% | +34.1% |
| 5Y | +107.6% | -7.4% | +115.1% | +101.6% |
| 10Y | +206.5% | +248.8% | -42.3% | +140.2% |
| All | +6,603.7% | +8,226.0% | -1,622.3% | +4,080.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling