-19.9%
LMT vs SAP
+13.1%
-33.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.4% |
| 7D | -6.3% | -2.9% | -3.4% | -6.2% |
| 30D | -8.5% | +9.0% | -17.5% | -8.8% |
| 3M | +1.8% | +14.9% | -13.1% | +0.1% |
| 6M | -19.9% | +11.9% | -31.8% | -20.8% |
| All | -19.9% | +13.1% | -33.1% | -20.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling