+25.9%
LMT vs SMR
-87.0%
+112.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.5% | -2.4% | -6.8% |
| 7D | -5.5% | -9.5% | +4.0% | -5.4% |
| 30D | +17.5% | -33.2% | +50.7% | +18.2% |
| 3M | +1.6% | -45.9% | +47.5% | +2.6% |
| 6M | +16.3% | -57.9% | +74.2% | +18.1% |
| YTD | +25.3% | -63.8% | +89.1% | +28.6% |
| 1Y | +25.9% | -85.6% | +111.5% | +32.3% |
| All | +25.9% | -87.0% | +112.9% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 1y: compounded portfolio wealth divided by compounded SMR 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…
1y analysis · Full analysis span regression · 6 months rolling