+5,672.2%
LMT vs EW
+6,974.1%
-1,301.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.5% |
| 7D | -6.3% | -0.3% | -5.9% | -6.2% |
| 30D | -8.5% | +1.0% | -9.5% | -8.6% |
| 3M | +1.8% | +2.8% | -1.0% | +1.4% |
| 6M | -19.9% | +5.5% | -25.4% | -20.7% |
| YTD | +10.6% | +5.5% | +5.1% | +9.4% |
| 1Y | +17.9% | +11.0% | +6.9% | +15.7% |
| 3Y | +27.0% | +17.7% | +9.3% | +20.6% |
| 5Y | +68.7% | -25.7% | +94.4% | +69.3% |
| 10Y | +181.1% | +132.8% | +48.3% | +132.3% |
| All | +5,672.2% | +6,974.1% | -1,301.9% | +3,588.1% |
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 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