+187.0%
LMT vs SO
+155.9%
+31.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.4% | -1.9% |
| 7D | -1.3% | 0.0% | -1.4% | -1.3% |
| 30D | -12.5% | -2.5% | -10.0% | -11.5% |
| 3M | -0.5% | -4.2% | +3.7% | +1.4% |
| 6M | -20.0% | -7.7% | -12.4% | -17.3% |
| YTD | +10.4% | +3.8% | +6.6% | +8.2% |
| 1Y | +17.7% | +0.1% | +17.7% | +17.2% |
| 3Y | +34.3% | +44.2% | -9.9% | +12.1% |
| 5Y | +71.8% | +57.9% | +14.0% | +35.5% |
| 10Y | +187.0% | +162.0% | +25.0% | +99.3% |
| All | +187.0% | +155.9% | +31.1% | +99.3% |
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