+25.9%
LMT vs SO
+3.3%
+22.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.7% | -6.2% | -6.6% |
| 7D | -5.5% | +1.7% | -7.3% | -6.2% |
| 30D | +17.5% | +11.1% | +6.3% | +12.6% |
| 3M | +1.6% | +0.7% | +0.9% | +1.2% |
| 6M | +16.3% | -1.4% | +17.7% | +16.6% |
| YTD | +25.3% | +9.4% | +15.8% | +20.3% |
| 1Y | +25.9% | +3.7% | +22.1% | +25.0% |
| All | +25.9% | +3.3% | +22.6% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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