+35.0%
LMT vs SMR
+44.5%
-9.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -15.7% | +14.6% | -1.1% |
| 7D | -0.2% | -11.2% | +11.0% | -0.2% |
| 30D | -13.1% | -10.2% | -2.8% | -13.0% |
| 3M | -3.9% | -10.0% | +6.2% | -3.9% |
| 6M | -18.3% | -30.5% | +12.2% | -18.2% |
| YTD | +10.3% | -39.2% | +49.6% | +10.5% |
| 1Y | +14.2% | -75.5% | +89.8% | +14.5% |
| 3Y | +35.0% | +45.4% | -10.5% | +33.3% |
| All | +35.0% | +44.5% | -9.5% | +33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling