+4,701.4%
LMT vs EWT
+502.5%
+4,198.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.5% | -1.4% |
| 7D | +5.1% | +9.1% | -4.0% | +3.3% |
| 30D | +14.1% | -12.2% | +26.4% | +16.7% |
| 3M | +0.3% | -9.4% | +9.7% | +1.7% |
| 6M | +16.1% | +2.7% | +13.4% | +14.0% |
| YTD | +25.5% | +53.3% | -27.8% | +12.7% |
| 1Y | +34.1% | +59.2% | -25.0% | +19.5% |
| 3Y | +45.1% | +157.1% | -112.0% | +14.7% |
| 5Y | +100.9% | +119.6% | -18.7% | +63.0% |
| 10Y | +199.4% | +446.9% | -247.5% | +97.0% |
| All | +4,701.4% | +502.5% | +4,198.9% | +2,854.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling