+12,638.2%
LMT vs EXC
+2,466.8%
+10,171.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.7% | +3.7% |
| 7D | -8.5% | -1.7% | -6.8% | -8.2% |
| 30D | +15.4% | +9.3% | +6.1% | +12.7% |
| 3M | +0.7% | +1.0% | -0.4% | +0.3% |
| 6M | +17.6% | +5.9% | +11.7% | +15.7% |
| YTD | +23.8% | +7.6% | +16.2% | +21.1% |
| 1Y | +31.6% | +2.4% | +29.2% | +30.4% |
| 3Y | +44.0% | +30.2% | +13.8% | +32.8% |
| 5Y | +98.8% | +41.4% | +57.5% | +78.2% |
| 10Y | +202.1% | +183.8% | +18.4% | +124.6% |
| All | +12,638.2% | +2,466.8% | +10,171.5% | +6,017.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling