+36.9%
LMT vs SAP
-5.5%
+42.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.2% |
| 7D | +2.5% | -2.5% | +5.0% | +2.4% |
| 30D | +19.2% | +7.5% | +11.7% | +19.7% |
| 3M | +2.7% | +11.6% | -9.0% | +3.4% |
| 6M | +20.6% | +37.6% | -17.0% | +22.5% |
| YTD | +28.4% | -2.0% | +30.4% | +21.0% |
| 1Y | +36.9% | -6.4% | +43.3% | +26.1% |
| All | +36.9% | -5.5% | +42.4% | +26.1% |
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 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