+60.9%
LMT vs SITM
+4,789.7%
-4,728.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.5% | -6.7% | -1.2% |
| 7D | -0.2% | +3.9% | -4.1% | -0.3% |
| 30D | -13.1% | -6.6% | -6.5% | -13.0% |
| 3M | -3.9% | -11.9% | +8.0% | -3.9% |
| 6M | -18.3% | +81.1% | -99.4% | -20.2% |
| YTD | +10.3% | +80.0% | -69.6% | +7.6% |
| 1Y | +14.2% | +145.8% | -131.6% | +10.1% |
| 3Y | +35.0% | +475.9% | -440.9% | +24.3% |
| 5Y | +73.2% | +189.2% | -116.0% | +59.0% |
| All | +60.9% | +4,789.7% | -4,728.8% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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