+78.9%
LMT vs EXE
+182.2%
-103.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.9% |
| 7D | -0.2% | -3.1% | +2.9% | +0.2% |
| 30D | -13.1% | -0.9% | -12.2% | -13.0% |
| 3M | -3.9% | +9.6% | -13.4% | -4.9% |
| 6M | -18.3% | -11.6% | -6.7% | -17.2% |
| YTD | +10.3% | -12.6% | +22.9% | +11.6% |
| 1Y | +14.2% | +1.2% | +13.1% | +13.0% |
| 3Y | +35.0% | +18.0% | +16.9% | +29.8% |
| 5Y | +73.2% | +101.1% | -27.9% | +53.8% |
| All | +78.9% | +182.2% | -103.3% | +54.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling