+2,994.8%
LMT vs SBAC
+2,208.1%
+786.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.4% | -1.4% |
| 7D | -6.3% | -0.8% | -5.5% | -6.2% |
| 30D | -8.5% | +6.9% | -15.4% | -8.9% |
| 3M | +1.8% | -8.2% | +10.1% | +2.3% |
| 6M | -19.9% | -1.6% | -18.3% | -20.1% |
| YTD | +10.6% | -0.1% | +10.7% | +10.3% |
| 1Y | +17.9% | -0.5% | +18.4% | +17.6% |
| 3Y | +27.0% | -9.1% | +36.0% | +26.9% |
| 5Y | +68.7% | -43.8% | +112.5% | +72.9% |
| 10Y | +181.1% | +80.5% | +100.6% | +170.3% |
| All | +2,994.8% | +2,208.1% | +786.7% | +2,535.0% |
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 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