+104.2%
LMT vs EXC
+41.1%
+63.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.6% |
| 7D | -5.6% | +0.1% | -5.7% | -5.7% |
| 30D | +18.4% | +9.0% | +9.3% | +15.0% |
| 3M | +0.6% | +3.3% | -2.7% | -0.5% |
| 6M | +20.6% | +5.7% | +14.9% | +18.3% |
| YTD | +27.0% | +7.3% | +19.6% | +23.6% |
| 1Y | +36.9% | +2.9% | +33.9% | +35.0% |
| 3Y | +46.9% | +29.3% | +17.5% | +33.2% |
| 5Y | +104.2% | +40.1% | +64.1% | +83.2% |
| All | +104.2% | +41.1% | +63.1% | +83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling