+2,767.4%
LMT vs EWJ
+153.3%
+2,614.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.9% |
| 7D | -1.3% | +1.0% | -2.3% | -1.6% |
| 30D | -12.5% | +1.0% | -13.5% | -12.8% |
| 3M | -0.5% | +7.2% | -7.7% | -3.0% |
| 6M | -20.0% | +13.9% | -33.9% | -23.7% |
| YTD | +10.4% | +20.8% | -10.4% | +3.2% |
| 1Y | +17.7% | +26.4% | -8.7% | +8.3% |
| 3Y | +34.3% | +71.8% | -37.5% | +10.5% |
| 5Y | +71.8% | +49.9% | +21.9% | +46.5% |
| 10Y | +187.0% | +140.0% | +47.0% | +110.6% |
| All | +2,767.4% | +153.3% | +2,614.1% | +1,761.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling