+185.8%
LMT vs EWT
+523.5%
-337.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.5% |
| 7D | -0.2% | -1.1% | +0.9% | 0.0% |
| 30D | -13.1% | +4.5% | -17.5% | -13.9% |
| 3M | -3.9% | +8.3% | -12.1% | -6.0% |
| 6M | -18.3% | +54.2% | -72.5% | -26.8% |
| YTD | +10.3% | +74.6% | -64.2% | -4.4% |
| 1Y | +14.2% | +84.9% | -70.7% | -2.6% |
| 3Y | +35.0% | +197.5% | -162.6% | -2.5% |
| 5Y | +73.2% | +150.6% | -77.3% | +32.0% |
| All | +185.8% | +523.5% | -337.7% | +50.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling