+7,381.0%
LMT vs SM
+1,608.3%
+5,772.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -1.3% |
| 7D | -6.3% | +0.1% | -6.4% | -6.3% |
| 30D | -8.5% | +26.3% | -34.8% | -10.0% |
| 3M | +1.8% | +8.7% | -6.9% | +0.9% |
| 6M | -19.9% | +51.7% | -71.6% | -22.7% |
| YTD | +10.6% | +99.0% | -88.5% | +4.6% |
| 1Y | +17.9% | +34.6% | -16.6% | +14.4% |
| 3Y | +27.0% | -7.8% | +34.7% | +24.6% |
| 5Y | +68.7% | +104.8% | -36.1% | +53.4% |
| 10Y | +181.1% | +7.2% | +173.8% | +128.5% |
| All | +7,381.0% | +1,608.3% | +5,772.6% | +4,265.6% |
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