+189.0%
LMT vs SBAC
+83.0%
+106.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.9% | +1.7% |
| 7D | -0.5% | -5.3% | +4.7% | +0.7% |
| 30D | -10.8% | +0.4% | -11.2% | -10.9% |
| 3M | +1.6% | -11.9% | +13.5% | +4.3% |
| 6M | -17.6% | -4.5% | -13.1% | -17.5% |
| YTD | +11.6% | -4.3% | +15.9% | +11.4% |
| 1Y | +17.2% | -3.9% | +21.1% | +16.8% |
| 3Y | +35.7% | -11.0% | +46.7% | +35.2% |
| 5Y | +75.2% | -44.1% | +119.3% | +94.3% |
| All | +189.0% | +83.0% | +106.0% | +174.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling