+4,219.0%
LMT vs EWT
+590.1%
+3,628.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.6% | +2.2% |
| 7D | -1.5% | +1.6% | -3.2% | -1.9% |
| 30D | -8.2% | +8.2% | -16.4% | -9.8% |
| 3M | +3.7% | +11.1% | -7.3% | +1.0% |
| 6M | -19.2% | +60.4% | -79.6% | -27.5% |
| YTD | +12.9% | +75.6% | -62.7% | -0.8% |
| 1Y | +19.8% | +91.3% | -71.5% | +3.2% |
| 3Y | +37.3% | +200.3% | -163.0% | +5.6% |
| 5Y | +74.4% | +156.4% | -82.0% | +37.7% |
| 10Y | +188.9% | +495.8% | -306.9% | +87.5% |
| All | +4,219.0% | +590.1% | +3,628.8% | +2,499.2% |
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