+36.5%
LMT vs EWJ
+69.3%
-32.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | -0.5% | -1.5% | +1.0% | -0.3% |
| 30D | -10.8% | +0.2% | -10.9% | -10.8% |
| 3M | +1.6% | +8.6% | -7.0% | +0.1% |
| 6M | -17.6% | +12.1% | -29.7% | -19.3% |
| YTD | +11.6% | +20.1% | -8.5% | +7.7% |
| 1Y | +17.2% | +25.2% | -7.9% | +12.4% |
| All | +36.5% | +69.3% | -32.8% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 3y: compounded portfolio wealth divided by compounded EWJ 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…
3y analysis · Full analysis span regression · 6 months rolling