+71.8%
LMT vs EXEL
+194.6%
-122.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.8% |
| 3M | -0.5% | +10.1% | -10.5% | -0.9% |
| 6M | -20.0% | +37.7% | -57.7% | -21.0% |
| YTD | +10.4% | +33.1% | -22.7% | +9.1% |
| 1Y | +17.7% | +52.4% | -34.7% | +15.6% |
| 3Y | +34.3% | +163.8% | -129.5% | +26.5% |
| 5Y | +71.8% | +198.5% | -126.7% | +56.4% |
| All | +71.8% | +194.6% | -122.8% | +56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling