+36.5%
LMT vs SEI
+560.9%
-524.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.2% | +6.3% | +1.2% |
| 7D | -0.5% | +20.7% | -21.2% | -1.0% |
| 30D | -10.8% | +9.1% | -19.9% | -11.0% |
| 3M | +1.6% | -6.0% | +7.6% | +1.4% |
| 6M | -17.6% | +18.9% | -36.5% | -18.5% |
| YTD | +11.6% | +40.1% | -28.5% | +9.8% |
| 1Y | +17.2% | +120.6% | -103.4% | +13.9% |
| All | +36.5% | +560.9% | -524.4% | +33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling