+79.3%
LMT vs EXE
+191.4%
-112.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.3% |
| 7D | -6.3% | -0.3% | -6.0% | -6.2% |
| 30D | -8.5% | +8.5% | -17.0% | -9.3% |
| 3M | +1.8% | +5.5% | -3.6% | +1.1% |
| 6M | -19.9% | -5.9% | -14.0% | -19.5% |
| YTD | +10.6% | -9.7% | +20.3% | +11.4% |
| 1Y | +17.9% | +3.6% | +14.4% | +16.4% |
| 3Y | +27.0% | +18.0% | +8.9% | +22.2% |
| 5Y | +68.7% | +109.4% | -40.8% | +49.0% |
| All | +79.3% | +191.4% | -112.1% | +54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling