+612.8%
LMT vs SFM
+46.8%
+566.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.1% |
| 7D | +4.8% | -0.4% | +5.3% | +4.9% |
| 30D | +19.9% | -19.2% | +39.1% | +21.5% |
| 3M | +0.2% | -40.3% | +40.5% | +4.1% |
| 6M | +17.4% | -40.9% | +58.3% | +21.9% |
| YTD | +27.2% | -35.5% | +62.7% | +30.7% |
| 1Y | +35.6% | -37.4% | +73.0% | +39.6% |
| 3Y | +47.1% | +25.5% | +21.6% | +39.1% |
| 5Y | +103.7% | +113.0% | -9.4% | +79.9% |
| 10Y | +203.5% | +136.3% | +67.1% | +157.5% |
| All | +612.8% | +46.8% | +566.0% | +515.3% |
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