+17.9%
LMT vs EXEL
+59.2%
-41.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -6.3% | +8.4% | -14.6% | -6.0% |
| 30D | -8.5% | +4.1% | -12.6% | -8.2% |
| 3M | +1.8% | +12.4% | -10.6% | +2.3% |
| 6M | -19.9% | +41.5% | -61.5% | -17.8% |
| YTD | +10.6% | +34.6% | -24.1% | +12.7% |
| 1Y | +17.9% | +57.9% | -39.9% | +22.3% |
| All | +17.9% | +59.2% | -41.3% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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