+206.5%
LMT vs SAP
+231.4%
-24.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.1% |
| 7D | +2.5% | -2.5% | +5.0% | +2.9% |
| 30D | +19.2% | +7.5% | +11.7% | +17.7% |
| 3M | +2.7% | +11.6% | -9.0% | +0.6% |
| 6M | +20.6% | +37.6% | -17.0% | +13.4% |
| YTD | +28.4% | -2.0% | +30.4% | +27.5% |
| 1Y | +36.9% | -6.4% | +43.3% | +37.2% |
| 3Y | +48.5% | +67.7% | -19.2% | +27.2% |
| 5Y | +107.6% | +75.7% | +31.9% | +73.8% |
| 10Y | +206.5% | +229.3% | -22.9% | +111.6% |
| All | +206.5% | +231.4% | -24.9% | +111.6% |
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