+17.2%
LMT vs EXEL
+50.0%
-32.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.0% |
| 7D | -0.5% | -2.9% | +2.3% | -0.7% |
| 30D | -10.8% | +11.9% | -22.7% | -10.4% |
| 3M | +1.6% | +9.2% | -7.6% | +2.0% |
| 6M | -17.6% | +39.1% | -56.6% | -15.4% |
| YTD | +11.6% | +31.0% | -19.4% | +13.6% |
| 1Y | +17.2% | +52.3% | -35.1% | +22.0% |
| All | +17.2% | +50.0% | -32.8% | +22.0% |
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