+206.5%
LMT vs SO
+195.2%
+11.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | +2.5% | +0.8% | +1.7% | +2.2% |
| 30D | +19.2% | +7.8% | +11.4% | +15.2% |
| 3M | +2.7% | +2.9% | -0.2% | +1.4% |
| 6M | +20.6% | +2.5% | +18.1% | +19.2% |
| YTD | +28.4% | +10.3% | +18.2% | +22.4% |
| 1Y | +36.9% | +6.4% | +30.6% | +32.6% |
| 3Y | +48.5% | +52.8% | -4.3% | +20.6% |
| 5Y | +107.6% | +78.7% | +28.9% | +53.9% |
| 10Y | +206.5% | +196.3% | +10.2% | +105.9% |
| All | +206.5% | +195.2% | +11.2% | +105.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling