+45.1%
LMT vs SBAC
-6.5%
+51.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.5% |
| 7D | +5.1% | +0.6% | +4.5% | +5.0% |
| 30D | +14.1% | +5.5% | +8.7% | +13.3% |
| 3M | +0.3% | +3.1% | -2.8% | -0.2% |
| 6M | +16.1% | -7.0% | +23.1% | +16.9% |
| YTD | +25.5% | +0.5% | +25.0% | +24.8% |
| 1Y | +34.1% | +0.2% | +33.9% | +33.5% |
| 3Y | +45.1% | -7.4% | +52.4% | +46.0% |
| All | +45.1% | -6.5% | +51.6% | +46.0% |
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