+99.9%
LMT vs EWT
+118.2%
-18.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.5% | -1.3% |
| 7D | +5.1% | +9.1% | -4.0% | +5.1% |
| 30D | +14.1% | -12.2% | +26.4% | +13.8% |
| 3M | +0.3% | -9.4% | +9.7% | 0.0% |
| 6M | +16.1% | +2.7% | +13.4% | +15.2% |
| YTD | +25.5% | +53.3% | -27.8% | +22.5% |
| 1Y | +34.1% | +59.2% | -25.0% | +30.8% |
| 3Y | +45.1% | +157.1% | -112.0% | +36.5% |
| All | +99.9% | +118.2% | -18.4% | +82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling