+12,181.1%
LMT vs EXPD
+30,172.0%
-17,991.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.3% |
| 7D | -11.0% | -7.2% | -3.8% | -10.1% |
| 30D | +13.6% | -3.3% | +16.9% | +14.1% |
| 3M | -2.1% | +3.4% | -5.5% | -2.6% |
| 6M | +11.7% | +22.7% | -11.0% | +8.5% |
| YTD | +19.4% | +24.5% | -5.2% | +15.3% |
| 1Y | +24.1% | +38.6% | -14.6% | +18.0% |
| 3Y | +36.2% | +71.5% | -35.3% | +24.9% |
| 5Y | +90.7% | +56.2% | +34.5% | +75.4% |
| 10Y | +212.5% | +310.5% | -98.0% | +152.9% |
| All | +12,181.1% | +30,172.0% | -17,991.0% | +8,463.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling