+1,667.7%
LMT vs EXPE
+723.5%
+944.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.2% | -1.2% |
| 7D | +5.1% | -0.5% | +5.6% | +5.2% |
| 30D | +14.1% | -6.1% | +20.2% | +14.6% |
| 3M | +0.3% | -21.3% | +21.6% | +2.6% |
| 6M | +16.1% | +19.0% | -2.9% | +12.8% |
| YTD | +25.5% | -8.4% | +33.9% | +24.8% |
| 1Y | +34.1% | -2.8% | +36.9% | +32.3% |
| 3Y | +45.1% | +120.8% | -75.7% | +25.9% |
| 5Y | +100.9% | +46.2% | +54.8% | +78.3% |
| 10Y | +199.4% | +123.8% | +75.6% | +134.8% |
| All | +1,667.7% | +723.5% | +944.2% | +828.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling