+15.5%
LMT vs SMR
-70.9%
+86.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.6% | +6.6% | +1.2% |
| 7D | -0.5% | +4.7% | -5.2% | -0.6% |
| 30D | -10.8% | +3.2% | -14.0% | -10.8% |
| 3M | +1.6% | +9.9% | -8.3% | +1.1% |
| 6M | -17.6% | -15.1% | -2.4% | -17.5% |
| YTD | +11.6% | -27.9% | +39.5% | +12.6% |
| All | +15.5% | -70.9% | +86.4% | +19.9% |
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