+103.7%
LMT vs SE
-78.1%
+181.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.0% |
| 7D | +4.8% | -1.5% | +6.3% | +4.9% |
| 30D | +19.9% | -22.3% | +42.2% | +20.0% |
| 3M | +0.2% | -41.8% | +42.0% | +0.5% |
| 6M | +17.4% | -22.4% | +39.8% | +17.5% |
| YTD | +27.2% | -41.6% | +68.7% | +27.3% |
| 1Y | +35.6% | -48.0% | +83.6% | +35.9% |
| 3Y | +47.1% | +63.9% | -16.8% | +46.6% |
| 5Y | +103.7% | -78.2% | +181.8% | +104.5% |
| All | +103.7% | -78.1% | +181.7% | +104.5% |
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