+11,275.8%
LMT vs EXC
+2,353.7%
+8,922.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.4% | -1.2% |
| 7D | -6.3% | +0.3% | -6.5% | -6.3% |
| 30D | -8.5% | -3.7% | -4.8% | -7.6% |
| 3M | +1.8% | -1.3% | +3.1% | +2.1% |
| 6M | -19.9% | -9.7% | -10.2% | -17.9% |
| YTD | +10.6% | +2.9% | +7.7% | +9.5% |
| 1Y | +17.9% | +4.4% | +13.6% | +16.2% |
| 3Y | +27.0% | +22.2% | +4.7% | +19.1% |
| 5Y | +68.7% | +46.7% | +22.0% | +49.7% |
| 10Y | +181.1% | +155.3% | +25.7% | +114.2% |
| All | +11,275.8% | +2,353.7% | +8,922.1% | +5,430.4% |
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