+75.2%
LMT vs SAN
+379.7%
-304.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | -0.5% | -2.8% | +2.3% | -0.4% |
| 30D | -10.8% | -0.5% | -10.2% | -10.8% |
| 3M | +1.6% | +22.7% | -21.1% | +0.7% |
| 6M | -17.6% | +28.8% | -46.3% | -18.5% |
| YTD | +11.6% | +26.3% | -14.7% | +10.2% |
| 1Y | +17.2% | +48.8% | -31.6% | +14.9% |
| 3Y | +35.7% | +347.2% | -311.5% | +25.5% |
| 5Y | +75.2% | +383.8% | -308.6% | +53.9% |
| All | +75.2% | +379.7% | -304.5% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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