+25.9%
LMT vs SAP
-5.6%
+31.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +4.2% | -11.1% | -6.7% |
| 7D | -5.5% | +1.3% | -6.8% | -5.4% |
| 30D | +17.5% | +15.5% | +1.9% | +18.3% |
| 3M | +1.6% | +22.8% | -21.2% | +2.7% |
| 6M | +16.3% | +42.5% | -26.2% | +18.2% |
| YTD | +25.3% | +0.5% | +24.7% | +18.6% |
| 1Y | +25.9% | -5.9% | +31.8% | +16.9% |
| All | +25.9% | -5.6% | +31.5% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 1y: compounded portfolio wealth divided by compounded SAP 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…
1y analysis · Full analysis span regression · 6 months rolling