+71.8%
LMT vs SGI
+56.1%
+15.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -2.1% |
| 7D | -1.3% | +0.6% | -1.9% | -1.3% |
| 30D | -12.5% | +5.5% | -18.0% | -12.6% |
| 3M | -0.5% | -3.6% | +3.1% | -0.4% |
| 6M | -20.0% | -15.0% | -5.0% | -19.8% |
| YTD | +10.4% | -23.0% | +33.4% | +10.8% |
| 1Y | +17.7% | -18.4% | +36.1% | +18.0% |
| 3Y | +34.3% | +57.8% | -23.5% | +32.7% |
| 5Y | +71.8% | +51.5% | +20.4% | +74.2% |
| All | +71.8% | +56.1% | +15.7% | +74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling