+187.0%
LMT vs SAP
+175.9%
+11.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.0% |
| 7D | -1.3% | -0.3% | -1.1% | -1.3% |
| 30D | -12.5% | +0.3% | -12.8% | -12.6% |
| 3M | -0.5% | +16.9% | -17.3% | -3.4% |
| 6M | -20.0% | +6.3% | -26.4% | -21.4% |
| YTD | +10.4% | -12.4% | +22.8% | +11.8% |
| 1Y | +17.7% | -21.6% | +39.3% | +21.8% |
| 3Y | +34.3% | +54.8% | -20.5% | +16.2% |
| 5Y | +71.8% | +56.2% | +15.7% | +46.7% |
| 10Y | +187.0% | +179.0% | +7.9% | +100.1% |
| All | +187.0% | +175.9% | +11.1% | +100.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling