+603.3%
LMT vs SFM
+48.8%
+554.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.7% | -1.4% |
| 7D | +5.1% | +6.0% | -0.9% | +4.6% |
| 30D | +14.1% | -19.5% | +33.6% | +15.7% |
| 3M | +0.3% | -37.0% | +37.3% | +3.7% |
| 6M | +16.1% | -41.0% | +57.1% | +20.6% |
| YTD | +25.5% | -34.6% | +60.1% | +28.8% |
| 1Y | +34.1% | -36.3% | +70.4% | +37.9% |
| 3Y | +45.1% | +24.5% | +20.5% | +37.3% |
| 5Y | +100.9% | +115.9% | -14.9% | +77.3% |
| 10Y | +199.4% | +139.5% | +59.9% | +153.8% |
| All | +603.3% | +48.8% | +554.5% | +506.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling