+5,374.1%
LMT vs EXEL
+336.4%
+5,037.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.3% |
| 7D | +5.1% | -0.8% | +5.9% | +5.2% |
| 30D | +14.1% | +13.1% | +1.0% | +13.2% |
| 3M | +0.3% | +36.3% | -36.0% | -1.8% |
| 6M | +16.1% | +34.5% | -18.4% | +13.7% |
| YTD | +25.5% | +57.4% | -32.0% | +21.4% |
| 1Y | +34.1% | +62.9% | -28.8% | +29.5% |
| 3Y | +45.1% | +229.5% | -184.4% | +32.4% |
| 5Y | +100.9% | +281.2% | -180.3% | +80.4% |
| 10Y | +199.4% | +320.7% | -121.3% | +159.1% |
| All | +5,374.1% | +336.4% | +5,037.8% | +3,303.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling