+35.6%
LMT vs SAP
-5.9%
+41.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +4.8% | -3.9% | +8.7% | +4.6% |
| 30D | +19.9% | +6.5% | +13.3% | +20.3% |
| 3M | +0.2% | +14.7% | -14.5% | +1.0% |
| 6M | +17.4% | +39.9% | -22.5% | +19.5% |
| YTD | +27.2% | -2.0% | +29.1% | +19.8% |
| 1Y | +35.6% | -6.0% | +41.6% | +25.3% |
| All | +35.6% | -5.9% | +41.5% | +25.3% |
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