+14.2%
LMT vs EWT
+85.6%
-71.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.0% |
| 7D | -0.2% | -1.1% | +0.9% | -0.3% |
| 30D | -13.1% | +4.5% | -17.5% | -12.9% |
| 3M | -3.9% | +8.3% | -12.1% | -3.9% |
| 6M | -18.3% | +54.2% | -72.5% | -20.1% |
| YTD | +10.3% | +74.6% | -64.2% | +5.1% |
| 1Y | +14.2% | +84.9% | -70.7% | +6.9% |
| All | +14.2% | +85.6% | -71.3% | +6.9% |
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