+17.9%
LMT vs EWT
+99.0%
-81.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.3% |
| 7D | -6.3% | +4.0% | -10.2% | -6.1% |
| 30D | -8.5% | +10.3% | -18.8% | -8.1% |
| 3M | +1.8% | +6.1% | -4.3% | +1.7% |
| 6M | -19.9% | +56.6% | -76.6% | -21.8% |
| YTD | +10.6% | +76.6% | -66.0% | +5.2% |
| 1Y | +17.9% | +97.9% | -79.9% | +9.0% |
| All | +17.9% | +99.0% | -81.0% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 1y: compounded portfolio wealth divided by compounded EWT 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…
1y analysis · Full analysis span regression · 6 months rolling