+107.8%
LMT vs SE
+553.8%
-446.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.1% |
| 7D | -0.2% | -5.2% | +5.0% | 0.0% |
| 30D | -13.1% | -17.1% | +4.0% | -12.4% |
| 3M | -3.9% | +24.0% | -27.9% | -4.9% |
| 6M | -18.3% | +21.0% | -39.2% | -19.1% |
| YTD | +10.3% | -16.7% | +27.1% | +10.7% |
| 1Y | +14.2% | -45.9% | +60.2% | +16.6% |
| 3Y | +35.0% | +177.8% | -142.8% | +26.7% |
| 5Y | +73.2% | -67.4% | +140.6% | +81.0% |
| All | +107.8% | +553.8% | -446.0% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 10y: compounded portfolio wealth divided by compounded SE 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…
10y analysis · Full analysis span regression · 6 months rolling