+37.3%
LMT vs S
+13.8%
+23.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.3% | +2.1% |
| 7D | -1.5% | -5.8% | +4.3% | -1.5% |
| 30D | -8.2% | -9.2% | +1.0% | -8.2% |
| 3M | +3.7% | +23.4% | -19.6% | +3.9% |
| 6M | -19.2% | +36.9% | -56.1% | -19.0% |
| YTD | +12.9% | +29.5% | -16.7% | +13.1% |
| 1Y | +19.8% | +5.4% | +14.4% | +20.0% |
| 3Y | +37.3% | +14.7% | +22.6% | +37.5% |
| All | +37.3% | +13.8% | +23.5% | +37.5% |
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