+99.9%
LMT vs SGI
+41.4%
+58.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.6% | -1.3% |
| 7D | +5.1% | -5.3% | +10.4% | +5.2% |
| 30D | +14.1% | -2.1% | +16.2% | +14.1% |
| 3M | +0.3% | -8.2% | +8.5% | +0.4% |
| 6M | +16.1% | -4.6% | +20.7% | +16.1% |
| YTD | +25.5% | -31.5% | +56.9% | +26.0% |
| 1Y | +34.1% | -30.8% | +65.0% | +34.7% |
| 3Y | +45.1% | +67.2% | -22.1% | +43.6% |
| All | +99.9% | +41.4% | +58.5% | +96.9% |
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