+61.0%
LMT vs SITM
+4,437.5%
-4,376.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.1% |
| 7D | -1.3% | +3.7% | -5.0% | -1.4% |
| 30D | -12.5% | -14.5% | +2.0% | -12.2% |
| 3M | -0.5% | -10.6% | +10.1% | -0.5% |
| 6M | -20.0% | +65.5% | -85.6% | -21.8% |
| YTD | +10.4% | +67.0% | -56.6% | +7.8% |
| 1Y | +17.7% | +138.6% | -120.9% | +13.5% |
| 3Y | +34.3% | +421.8% | -387.5% | +24.0% |
| 5Y | +71.8% | +172.4% | -100.6% | +57.8% |
| All | +61.0% | +4,437.5% | -4,376.5% | +16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling