+25.9%
LMT vs EXE
-18.4%
+44.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.9% | -4.0% | -6.9% |
| 7D | -5.5% | -4.7% | -0.9% | -5.6% |
| 30D | +17.5% | +1.0% | +16.4% | +17.6% |
| 3M | +1.6% | -5.6% | +7.2% | +1.4% |
| 6M | +16.3% | -12.3% | +28.6% | +15.3% |
| YTD | +25.3% | -19.5% | +44.7% | +23.4% |
| 1Y | +25.9% | -18.9% | +44.7% | +21.4% |
| All | +25.9% | -18.4% | +44.3% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1y: compounded portfolio wealth divided by compounded EXE 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…
1y analysis · Full analysis span regression · 6 months rolling