+71.8%
LMT vs S
-71.9%
+143.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.5% |
| 3M | -0.5% | +27.6% | -28.0% | -0.4% |
| 6M | -20.0% | +35.5% | -55.5% | -20.0% |
| YTD | +10.4% | +29.6% | -19.2% | +10.5% |
| 1Y | +17.7% | +8.1% | +9.6% | +17.8% |
| 3Y | +34.3% | +14.8% | +19.5% | +34.3% |
| 5Y | +71.8% | -70.6% | +142.4% | +71.2% |
| All | +71.8% | -71.9% | +143.7% | +71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling