+3,860.8%
LMT vs EWZ
+446.7%
+3,414.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +1.7% |
| 7D | -1.5% | +5.6% | -7.1% | -2.6% |
| 30D | -8.2% | +9.3% | -17.5% | -9.9% |
| 3M | +3.7% | +15.7% | -12.0% | +0.7% |
| 6M | -19.2% | +7.4% | -26.6% | -20.6% |
| YTD | +12.9% | +22.7% | -9.8% | +8.0% |
| 1Y | +19.8% | +36.4% | -16.6% | +12.1% |
| 3Y | +37.3% | +50.4% | -13.1% | +24.7% |
| 5Y | +74.4% | +67.6% | +6.7% | +52.2% |
| 10Y | +188.9% | +84.1% | +104.8% | +133.9% |
| All | +3,860.8% | +446.7% | +3,414.1% | +2,748.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling