+108.2%
LMT vs SE
+589.8%
-481.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.4% |
| 7D | -6.3% | -6.1% | -0.2% | -6.0% |
| 30D | -8.5% | -2.5% | -6.0% | -8.5% |
| 3M | +1.8% | +21.7% | -19.9% | +0.8% |
| 6M | -19.9% | +27.0% | -46.9% | -21.0% |
| YTD | +10.6% | -12.1% | +22.7% | +10.7% |
| 1Y | +17.9% | -40.9% | +58.9% | +19.9% |
| 3Y | +27.0% | +191.0% | -164.0% | +19.0% |
| 5Y | +68.7% | -68.3% | +136.9% | +77.1% |
| All | +108.2% | +589.8% | -481.6% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling