+5,039.9%
LMT vs SIRI
-18.6%
+5,058.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.2% |
| 7D | -1.3% | -3.9% | +2.6% | -1.2% |
| 30D | -12.5% | -0.8% | -11.7% | -12.5% |
| 3M | -0.5% | +4.3% | -4.8% | -0.6% |
| 6M | -20.0% | +34.1% | -54.1% | -20.9% |
| YTD | +10.4% | +47.3% | -36.9% | +8.9% |
| 1Y | +17.7% | +22.9% | -5.2% | +16.7% |
| 3Y | +34.3% | -24.6% | +58.8% | +34.2% |
| 5Y | +71.8% | -43.2% | +115.0% | +72.3% |
| 10Y | +187.0% | -12.3% | +199.3% | +183.9% |
| All | +5,039.9% | -18.6% | +5,058.5% | +4,428.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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