+37.3%
LMT vs SO
+46.8%
-9.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.7% |
| 7D | -1.5% | +1.0% | -2.6% | -1.9% |
| 30D | -8.2% | -3.2% | -5.0% | -7.1% |
| 3M | +3.7% | -1.7% | +5.4% | +4.4% |
| 6M | -19.2% | -7.2% | -12.0% | -16.9% |
| YTD | +12.9% | +4.6% | +8.3% | +10.5% |
| 1Y | +19.8% | +1.2% | +18.6% | +18.8% |
| 3Y | +37.3% | +45.3% | -8.0% | +19.2% |
| All | +37.3% | +46.8% | -9.6% | +19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling