+36.5%
LMT vs SITM
+423.6%
-387.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +1.1% |
| 7D | -0.5% | +4.8% | -5.4% | -0.5% |
| 30D | -10.8% | -9.7% | -1.1% | -10.8% |
| 3M | +1.6% | -9.3% | +10.9% | +1.5% |
| 6M | -17.6% | +69.5% | -87.1% | -18.1% |
| YTD | +11.6% | +70.5% | -58.9% | +10.8% |
| 1Y | +17.2% | +145.3% | -128.0% | +16.4% |
| All | +36.5% | +423.6% | -387.1% | +34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling