+13,111.6%
LMT vs EXC
+2,464.5%
+10,647.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.1% |
| 7D | +2.5% | -1.4% | +3.9% | +2.9% |
| 30D | +19.2% | +8.3% | +10.9% | +16.7% |
| 3M | +2.7% | +2.6% | +0.1% | +1.9% |
| 6M | +20.6% | +5.2% | +15.4% | +18.9% |
| YTD | +28.4% | +7.5% | +20.9% | +25.6% |
| 1Y | +36.9% | +3.2% | +33.8% | +35.4% |
| 3Y | +48.5% | +29.5% | +19.0% | +37.2% |
| 5Y | +107.6% | +39.7% | +68.0% | +86.7% |
| 10Y | +206.5% | +200.1% | +6.4% | +125.1% |
| All | +13,111.6% | +2,464.5% | +10,647.1% | +6,245.7% |
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 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