+189.0%
LMT vs SGI
+266.5%
-77.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +1.3% |
| 7D | -0.5% | -4.9% | +4.4% | -0.2% |
| 30D | -10.8% | +1.6% | -12.4% | -10.9% |
| 3M | +1.6% | -3.2% | +4.8% | +1.7% |
| 6M | -17.6% | -16.0% | -1.5% | -16.8% |
| YTD | +11.6% | -25.4% | +37.0% | +13.6% |
| 1Y | +17.2% | -21.6% | +38.8% | +18.7% |
| 3Y | +35.7% | +52.9% | -17.1% | +28.8% |
| 5Y | +75.2% | +47.5% | +27.7% | +64.6% |
| All | +189.0% | +266.5% | -77.4% | +141.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling