+35.0%
LMT vs EWZ
+46.3%
-11.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.2% | -1.0% |
| 7D | -0.2% | +0.9% | -1.1% | -0.3% |
| 30D | -13.1% | +12.8% | -25.9% | -14.0% |
| 3M | -3.9% | +10.8% | -14.6% | -4.9% |
| 6M | -18.3% | +2.5% | -20.8% | -18.5% |
| YTD | +10.3% | +21.4% | -11.0% | +8.3% |
| 1Y | +14.2% | +32.8% | -18.6% | +11.2% |
| 3Y | +35.0% | +45.2% | -10.2% | +29.9% |
| All | +35.0% | +46.3% | -11.3% | +29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling