+61.3%
LMT vs S
-56.9%
+118.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +1.1% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | -10.8% | -11.8% | +1.0% | -10.8% |
| 3M | +1.6% | +33.9% | -32.3% | +1.8% |
| 6M | -17.6% | +40.1% | -57.7% | -17.4% |
| YTD | +11.6% | +32.1% | -20.5% | +11.8% |
| 1Y | +17.2% | +11.0% | +6.2% | +17.4% |
| 3Y | +35.7% | +16.9% | +18.8% | +36.1% |
| 5Y | +75.2% | -68.9% | +144.1% | +72.2% |
| All | +61.3% | -56.9% | +118.3% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling