+71.8%
LMT vs EXE
+100.7%
-28.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.0% |
| 7D | -1.3% | -2.7% | +1.4% | -1.0% |
| 30D | -12.5% | -0.4% | -12.1% | -12.5% |
| 3M | -0.5% | +9.5% | -9.9% | -1.6% |
| 6M | -20.0% | -9.3% | -10.7% | -19.3% |
| YTD | +10.4% | -10.9% | +21.3% | +11.5% |
| 1Y | +17.7% | +4.3% | +13.4% | +16.0% |
| 3Y | +34.3% | +18.8% | +15.5% | +28.8% |
| 5Y | +71.8% | +101.4% | -29.6% | +51.9% |
| All | +71.8% | +100.7% | -28.9% | +51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling