+12,808.2%
LMT vs SAN
+1,735.1%
+11,073.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | +5.1% | +4.0% | +1.1% | +4.4% |
| 30D | +14.1% | -7.8% | +22.0% | +15.4% |
| 3M | +0.3% | -16.4% | +16.7% | +2.9% |
| 6M | +16.1% | +3.5% | +12.6% | +14.6% |
| YTD | +25.5% | +6.7% | +18.8% | +22.5% |
| 1Y | +34.1% | +14.5% | +19.6% | +29.3% |
| 3Y | +45.1% | +243.5% | -198.4% | +13.6% |
| 5Y | +100.9% | +296.2% | -195.2% | +49.3% |
| 10Y | +199.4% | +268.5% | -69.1% | +115.7% |
| All | +12,808.2% | +1,735.1% | +11,073.1% | +6,325.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling