+71.8%
LMT vs SE
-66.7%
+138.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -2.2% |
| 7D | -1.3% | -3.6% | +2.3% | -1.3% |
| 30D | -12.5% | -5.3% | -7.2% | -12.5% |
| 3M | -0.5% | +28.1% | -28.5% | -0.7% |
| 6M | -20.0% | +20.7% | -40.7% | -20.3% |
| YTD | +10.4% | -14.8% | +25.2% | +10.3% |
| 1Y | +17.7% | -43.6% | +61.3% | +18.0% |
| 3Y | +34.3% | +184.2% | -149.9% | +33.1% |
| 5Y | +71.8% | -66.3% | +138.1% | +76.1% |
| All | +71.8% | -66.7% | +138.5% | +76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling