+36.5%
LMT vs SFM
+80.7%
-44.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.2% |
| 7D | -0.5% | -8.8% | +8.2% | 0.0% |
| 30D | -10.8% | -14.5% | +3.7% | -10.0% |
| 3M | +1.6% | -16.8% | +18.4% | +2.6% |
| 6M | -17.6% | -5.3% | -12.2% | -17.4% |
| YTD | +11.6% | -9.4% | +21.0% | +12.0% |
| 1Y | +17.2% | -46.2% | +63.4% | +20.2% |
| All | +36.5% | +80.7% | -44.2% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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