+99.9%
LMT vs SAN
+294.0%
-194.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | +5.1% | +4.0% | +1.1% | +5.0% |
| 30D | +14.1% | -7.8% | +22.0% | +14.4% |
| 3M | +0.3% | -16.4% | +16.7% | +0.9% |
| 6M | +16.1% | +3.5% | +12.6% | +15.7% |
| YTD | +25.5% | +6.7% | +18.8% | +24.7% |
| 1Y | +34.1% | +14.5% | +19.6% | +32.9% |
| 3Y | +45.1% | +243.5% | -198.4% | +35.8% |
| All | +99.9% | +294.0% | -194.2% | +77.8% |
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