+187.0%
LMT vs EXC
+152.4%
+34.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.0% |
| 7D | -1.3% | +0.3% | -1.7% | -1.5% |
| 30D | -12.5% | -0.9% | -11.6% | -12.2% |
| 3M | -0.5% | -2.7% | +2.2% | +0.5% |
| 6M | -20.0% | -9.4% | -10.6% | -17.2% |
| YTD | +10.4% | +3.0% | +7.4% | +8.7% |
| 1Y | +17.7% | +5.1% | +12.6% | +14.8% |
| 3Y | +34.3% | +20.6% | +13.7% | +22.6% |
| 5Y | +71.8% | +45.7% | +26.1% | +42.6% |
| 10Y | +187.0% | +160.8% | +26.2% | +107.5% |
| All | +187.0% | +152.4% | +34.6% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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