+1,867.6%
LMT vs SGI
+2,083.6%
-216.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | -6.3% | +8.5% | -14.8% | -7.1% |
| 30D | -8.5% | +0.7% | -9.2% | -8.7% |
| 3M | +1.8% | +0.6% | +1.2% | +1.5% |
| 6M | -19.9% | -17.9% | -2.0% | -18.7% |
| YTD | +10.6% | -21.2% | +31.7% | +12.5% |
| 1Y | +17.9% | -18.9% | +36.8% | +19.4% |
| 3Y | +27.0% | +52.6% | -25.7% | +18.9% |
| 5Y | +68.7% | +60.7% | +7.9% | +53.8% |
| 10Y | +181.1% | +278.1% | -97.0% | +118.7% |
| All | +1,867.6% | +2,083.6% | -216.0% | +917.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling