+103.5%
LMT vs EXE
+165.2%
-61.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.2% | -1.4% |
| 7D | +5.1% | +5.3% | -0.2% | +4.5% |
| 30D | +14.1% | -2.2% | +16.3% | +14.4% |
| 3M | +0.3% | -5.9% | +6.2% | +0.9% |
| 6M | +16.1% | -5.7% | +21.8% | +16.7% |
| YTD | +25.5% | -17.8% | +43.3% | +27.7% |
| 1Y | +34.1% | -23.1% | +57.3% | +37.6% |
| 3Y | +45.1% | +21.2% | +23.9% | +38.6% |
| 5Y | +100.9% | +78.8% | +22.1% | +81.0% |
| All | +103.5% | +165.2% | -61.7% | +77.2% |
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