+3,411.7%
LMT vs SBAC
+2,222.3%
+1,189.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.4% |
| 7D | +5.1% | +0.6% | +4.5% | +5.1% |
| 30D | +14.1% | +5.5% | +8.7% | +13.7% |
| 3M | +0.3% | +3.1% | -2.8% | 0.0% |
| 6M | +16.1% | -7.0% | +23.1% | +16.5% |
| YTD | +25.5% | +0.5% | +25.0% | +25.0% |
| 1Y | +34.1% | +0.2% | +33.9% | +33.6% |
| 3Y | +45.1% | -7.4% | +52.4% | +44.8% |
| 5Y | +100.9% | -39.7% | +140.7% | +105.0% |
| 10Y | +199.4% | +112.5% | +86.9% | +185.6% |
| All | +3,411.7% | +2,222.3% | +1,189.4% | +2,886.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling