+37.3%
LMT vs EXC
+21.1%
+16.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.9% |
| 7D | -1.5% | +1.2% | -2.8% | -1.9% |
| 30D | -8.2% | -2.7% | -5.5% | -7.5% |
| 3M | +3.7% | -1.0% | +4.7% | +4.0% |
| 6M | -19.2% | -9.3% | -9.9% | -17.0% |
| YTD | +12.9% | +3.6% | +9.2% | +11.4% |
| 1Y | +19.8% | +5.9% | +13.9% | +17.4% |
| 3Y | +37.3% | +21.3% | +16.0% | +26.7% |
| All | +37.3% | +21.1% | +16.2% | +26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling