+3,424.9%
LMT vs SAP
+2,233.8%
+1,191.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.3% |
| 7D | -6.3% | -2.9% | -3.4% | -5.9% |
| 30D | -8.5% | +9.0% | -17.5% | -9.6% |
| 3M | +1.8% | +14.9% | -13.1% | -0.3% |
| 6M | -19.9% | +11.9% | -31.8% | -21.6% |
| YTD | +10.6% | -9.9% | +20.5% | +10.9% |
| 1Y | +17.9% | -19.5% | +37.5% | +20.0% |
| 3Y | +27.0% | +61.8% | -34.8% | +16.2% |
| 5Y | +68.7% | +56.2% | +12.5% | +53.4% |
| 10Y | +181.1% | +180.6% | +0.5% | +133.7% |
| All | +3,424.9% | +2,233.8% | +1,191.2% | +2,222.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling