+14.2%
LMT vs SITM
+155.7%
-141.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.5% | -6.7% | -1.1% |
| 7D | -0.2% | +3.9% | -4.1% | -0.2% |
| 30D | -13.1% | -6.6% | -6.5% | -13.1% |
| 3M | -3.9% | -11.9% | +8.0% | -4.1% |
| 6M | -18.3% | +81.1% | -99.4% | -20.4% |
| YTD | +10.3% | +80.0% | -69.6% | +7.4% |
| 1Y | +14.2% | +145.8% | -131.6% | +10.2% |
| All | +14.2% | +155.7% | -141.5% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling