+153.8%
LMT vs SEI
+606.2%
-452.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +16.3% | -14.2% | +0.7% |
| 7D | -1.5% | +28.8% | -30.4% | -3.7% |
| 30D | -8.2% | +10.4% | -18.6% | -9.2% |
| 3M | +3.7% | -11.4% | +15.2% | +3.8% |
| 6M | -19.2% | +31.2% | -50.4% | -22.3% |
| YTD | +12.9% | +39.7% | -26.9% | +7.5% |
| 1Y | +19.8% | +149.0% | -129.2% | +7.3% |
| 3Y | +37.3% | +560.2% | -522.9% | +2.6% |
| 5Y | +74.4% | +955.7% | -881.3% | +17.1% |
| All | +153.8% | +606.2% | -452.4% | +66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling