+104.2%
LMT vs SO
+78.2%
+26.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.5% | +2.5% |
| 7D | -5.6% | -0.1% | -5.5% | -5.5% |
| 30D | +18.4% | +8.7% | +9.7% | +14.5% |
| 3M | +0.6% | +3.4% | -2.8% | -0.7% |
| 6M | +20.6% | +3.7% | +16.9% | +18.8% |
| YTD | +27.0% | +10.0% | +16.9% | +21.9% |
| 1Y | +36.9% | +6.6% | +30.3% | +33.0% |
| 3Y | +46.9% | +52.5% | -5.6% | +23.9% |
| 5Y | +104.2% | +76.1% | +28.1% | +62.7% |
| All | +104.2% | +78.2% | +26.0% | +62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling