+73.0%
LMT vs SITM
+187.3%
-114.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.5% | -6.7% | -1.2% |
| 7D | -0.2% | +3.9% | -4.1% | -0.2% |
| 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% | -19.1% |
| YTD | +10.3% | +80.0% | -69.6% | +9.1% |
| 1Y | +14.2% | +145.8% | -131.6% | +12.5% |
| 3Y | +35.0% | +475.9% | -440.9% | +30.7% |
| All | +73.0% | +187.3% | -114.3% | +64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling