-19.9%
LMT vs EXPE
+37.3%
-57.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.2% | -1.4% |
| 7D | -6.3% | -9.5% | +3.3% | -6.2% |
| 30D | -8.5% | -6.6% | -1.9% | -8.4% |
| 3M | +1.8% | +31.4% | -29.6% | +1.4% |
| 6M | -19.9% | +35.2% | -55.1% | -19.6% |
| All | -19.9% | +37.3% | -57.2% | -19.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling