+189.0%
LMT vs EXEL
+386.3%
-197.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.2% |
| 7D | -0.5% | -2.9% | +2.3% | -0.3% |
| 30D | -10.8% | +11.9% | -22.7% | -11.7% |
| 3M | +1.6% | +9.2% | -7.6% | +0.6% |
| 6M | -17.6% | +39.1% | -56.6% | -20.2% |
| YTD | +11.6% | +31.0% | -19.4% | +8.4% |
| 1Y | +17.2% | +52.3% | -35.1% | +11.9% |
| 3Y | +35.7% | +159.7% | -124.0% | +20.6% |
| 5Y | +75.2% | +187.7% | -112.5% | +51.9% |
| All | +189.0% | +386.3% | -197.2% | +127.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling