+1,691.6%
LMT vs EXPE
+733.4%
+958.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.0% |
| 7D | +4.8% | -4.2% | +9.0% | +5.3% |
| 30D | +19.9% | -4.5% | +24.4% | +20.1% |
| 3M | +0.2% | -19.7% | +19.9% | +2.2% |
| 6M | +17.4% | +18.3% | -0.9% | +14.2% |
| YTD | +27.2% | -7.3% | +34.5% | +26.3% |
| 1Y | +35.6% | -3.9% | +39.5% | +34.0% |
| 3Y | +47.1% | +123.0% | -75.9% | +27.5% |
| 5Y | +103.7% | +47.9% | +55.7% | +80.5% |
| 10Y | +203.5% | +126.5% | +77.0% | +137.7% |
| All | +1,691.6% | +733.4% | +958.2% | +839.3% |
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 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