+16.0%
LMT vs S
+8.0%
+8.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.2% | -2.2% |
| 7D | -1.3% | -1.2% | -0.1% | -1.3% |
| 30D | -12.5% | -12.6% | 0.0% | -12.6% |
| 3M | -0.5% | +27.6% | -28.0% | +0.3% |
| 6M | -20.0% | +35.5% | -55.5% | -19.5% |
| YTD | +10.4% | +29.6% | -19.2% | +11.0% |
| All | +16.0% | +8.0% | +8.0% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling