+8,388.7%
LMT vs SM
+1,434.4%
+6,954.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +5.1% | +9.4% | -4.3% | +4.4% |
| 30D | +14.1% | -14.4% | +28.5% | +15.3% |
| 3M | +0.3% | +1.6% | -1.3% | 0.0% |
| 6M | +16.1% | +6.3% | +9.8% | +15.0% |
| YTD | +25.5% | +78.8% | -53.3% | +19.4% |
| 1Y | +34.1% | +83.1% | -49.0% | +27.3% |
| 3Y | +45.1% | -5.9% | +51.0% | +42.0% |
| 5Y | +100.9% | +4.8% | +96.1% | +91.6% |
| 10Y | +199.4% | +17.5% | +181.9% | +141.6% |
| All | +8,388.7% | +1,434.4% | +6,954.3% | +4,883.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling