+48.5%
LMT vs EXPE
+123.2%
-74.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.2% | +1.1% |
| 7D | +2.5% | -17.8% | +20.3% | +2.5% |
| 30D | +19.2% | -3.2% | +22.4% | +19.3% |
| 3M | +2.7% | -19.0% | +21.7% | +2.8% |
| 6M | +20.6% | +17.7% | +2.9% | +20.7% |
| YTD | +28.4% | -7.8% | +36.2% | +28.9% |
| 1Y | +36.9% | -1.4% | +38.3% | +37.5% |
| All | +48.5% | +123.2% | -74.7% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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