+202.1%
LMT vs EXPD
+334.2%
-132.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +1.0% | +3.0% |
| 7D | -8.5% | -5.5% | -3.1% | -7.2% |
| 30D | +15.4% | -1.9% | +17.3% | +16.0% |
| 3M | +0.7% | +6.1% | -5.4% | -0.9% |
| 6M | +17.6% | +21.6% | -4.0% | +11.6% |
| YTD | +23.8% | +27.9% | -4.1% | +14.9% |
| 1Y | +31.6% | +39.4% | -7.8% | +19.1% |
| 3Y | +44.0% | +72.7% | -28.7% | +19.7% |
| 5Y | +98.8% | +60.3% | +38.5% | +66.1% |
| 10Y | +202.1% | +332.6% | -130.4% | +64.2% |
| All | +202.1% | +334.2% | -132.0% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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