+47.0%
LMT vs S
+42.2%
+4.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.3% | +5.3% | -0.9% |
| 7D | +4.8% | +4.1% | +0.8% | +4.8% |
| 30D | +19.9% | -7.2% | +27.0% | +19.9% |
| 3M | +0.2% | 0.0% | +0.2% | +0.2% |
| 6M | +17.4% | +41.6% | -24.2% | +17.7% |
| YTD | +27.2% | +48.6% | -21.4% | +27.4% |
| 1Y | +35.6% | +30.0% | +5.5% | +35.8% |
| All | +47.0% | +42.2% | +4.9% | +45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling