+71.8%
LMT vs EXPE
+89.3%
-17.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.2% |
| 7D | -1.3% | -11.5% | +10.2% | -1.2% |
| 30D | -12.5% | -13.1% | +0.6% | -12.4% |
| 3M | -0.5% | +18.1% | -18.6% | -0.7% |
| 6M | -20.0% | +13.3% | -33.3% | -20.2% |
| YTD | +10.4% | -3.2% | +13.6% | +10.5% |
| 1Y | +17.7% | +26.1% | -8.4% | +17.3% |
| 3Y | +34.3% | +151.7% | -117.4% | +31.4% |
| 5Y | +71.8% | +88.3% | -16.5% | +55.3% |
| All | +71.8% | +89.3% | -17.4% | +55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling