+75.2%
LMT vs SM
+108.0%
-32.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | -0.5% | +2.1% | -2.7% | -0.7% |
| 30D | -10.8% | +18.1% | -28.9% | -12.0% |
| 3M | +1.6% | +17.0% | -15.4% | +0.1% |
| 6M | -17.6% | +55.4% | -73.0% | -21.1% |
| YTD | +11.6% | +108.6% | -97.0% | +4.0% |
| 1Y | +17.2% | +45.7% | -28.4% | +12.4% |
| 3Y | +35.7% | -0.3% | +36.1% | +31.8% |
| 5Y | +75.2% | +113.0% | -37.8% | +56.1% |
| All | +75.2% | +108.0% | -32.8% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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