+185.8%
LMT vs EWZ
+94.8%
+91.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.2% | -0.9% |
| 7D | -0.2% | +0.9% | -1.1% | -0.4% |
| 30D | -13.1% | +12.8% | -25.9% | -15.3% |
| 3M | -3.9% | +10.8% | -14.6% | -6.0% |
| 6M | -18.3% | +2.5% | -20.8% | -19.0% |
| YTD | +10.3% | +21.4% | -11.0% | +5.5% |
| 1Y | +14.2% | +32.8% | -18.6% | +7.0% |
| 3Y | +35.0% | +45.2% | -10.2% | +22.6% |
| 5Y | +73.2% | +63.0% | +10.3% | +49.9% |
| All | +185.8% | +94.8% | +91.0% | +127.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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