+36.9%
LMT vs EXC
+2.8%
+34.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.1% |
| 7D | +2.5% | -1.4% | +3.9% | +3.0% |
| 30D | +19.2% | +8.3% | +10.9% | +15.8% |
| 3M | +2.7% | +2.6% | +0.1% | +1.5% |
| 6M | +20.6% | +5.2% | +15.4% | +18.6% |
| YTD | +28.4% | +7.5% | +20.9% | +24.5% |
| 1Y | +36.9% | +3.2% | +33.8% | +34.1% |
| All | +36.9% | +2.8% | +34.1% | +34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling