+71.8%
LMT vs SBAC
-44.9%
+116.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.0% |
| 3M | -0.5% | -8.2% | +7.7% | +0.6% |
| 6M | -20.0% | -2.8% | -17.2% | -20.1% |
| YTD | +10.4% | -1.5% | +11.9% | +10.0% |
| 1Y | +17.7% | 0.0% | +17.7% | +17.0% |
| 3Y | +34.3% | -8.4% | +42.7% | +33.7% |
| 5Y | +71.8% | -43.5% | +115.4% | +76.5% |
| All | +71.8% | -44.9% | +116.8% | +76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling