+25.9%
LMT vs SGI
-10.7%
+36.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +6.8% | -13.7% | -6.8% |
| 7D | -5.5% | +12.1% | -17.6% | -5.5% |
| 30D | +17.5% | +12.1% | +5.4% | +17.4% |
| 3M | +1.6% | +0.4% | +1.2% | +1.8% |
| 6M | +16.3% | -4.0% | +20.3% | +16.7% |
| YTD | +25.3% | -21.2% | +46.5% | +25.3% |
| 1Y | +25.9% | -12.1% | +37.9% | +28.6% |
| All | +25.9% | -10.7% | +36.6% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling