+35.1%
LMT vs SBAC
-8.7%
+43.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -2.0% |
| 7D | -1.3% | +0.2% | -1.5% | -1.4% |
| 30D | -12.5% | +3.9% | -16.4% | -12.9% |
| 3M | -0.5% | -8.2% | +7.7% | +0.6% |
| 6M | -20.0% | -2.8% | -17.2% | -19.9% |
| YTD | +10.4% | -1.5% | +11.9% | +10.2% |
| 1Y | +17.7% | 0.0% | +17.7% | +17.2% |
| All | +35.1% | -8.7% | +43.8% | +38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling