+148.2%
LMT vs SEI
+644.4%
-496.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.1% | -6.2% | -1.5% |
| 7D | -0.2% | +22.6% | -22.8% | -2.0% |
| 30D | -13.1% | +9.1% | -22.2% | -13.9% |
| 3M | -3.9% | -11.3% | +7.5% | -3.8% |
| 6M | -18.3% | +22.0% | -40.3% | -20.9% |
| YTD | +10.3% | +47.3% | -36.9% | +4.6% |
| 1Y | +14.2% | +124.8% | -110.5% | +3.4% |
| 3Y | +35.0% | +591.3% | -556.3% | +0.5% |
| 5Y | +73.2% | +1,008.2% | -935.0% | +15.8% |
| All | +148.2% | +644.4% | -496.2% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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