+37.3%
LMT vs SAP
+56.7%
-19.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +2.1% |
| 7D | -1.5% | -0.3% | -1.3% | -1.5% |
| 30D | -8.2% | +2.6% | -10.8% | -8.2% |
| 3M | +3.7% | +16.3% | -12.5% | +3.5% |
| 6M | -19.2% | +6.4% | -25.6% | -19.4% |
| YTD | +12.9% | -11.4% | +24.3% | +12.4% |
| 1Y | +19.8% | -20.4% | +40.2% | +19.9% |
| 3Y | +37.3% | +56.5% | -19.2% | +39.6% |
| All | +37.3% | +56.7% | -19.4% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling