+35.1%
LMT vs EXEL
+164.8%
-129.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.2% |
| 7D | -1.3% | -0.3% | -1.0% | -1.3% |
| 30D | -12.5% | +10.1% | -22.6% | -12.6% |
| 3M | -0.5% | +10.1% | -10.5% | -0.5% |
| 6M | -20.0% | +37.7% | -57.7% | -20.1% |
| YTD | +10.4% | +33.1% | -22.7% | +10.2% |
| 1Y | +17.7% | +52.4% | -34.7% | +17.4% |
| All | +35.1% | +164.8% | -129.7% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling