+12,982.6%
LMT vs SO
+6,277.0%
+6,705.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.5% |
| 7D | +4.8% | -0.9% | +5.8% | +5.2% |
| 30D | +19.9% | +4.9% | +14.9% | +18.0% |
| 3M | +0.2% | +0.8% | -0.6% | -0.1% |
| 6M | +17.4% | +0.6% | +16.9% | +17.2% |
| YTD | +27.2% | +8.7% | +18.5% | +23.4% |
| 1Y | +35.6% | +4.0% | +31.6% | +33.5% |
| 3Y | +47.1% | +50.6% | -3.5% | +27.2% |
| 5Y | +103.7% | +77.5% | +26.2% | +65.3% |
| 10Y | +203.5% | +192.0% | +11.5% | +109.3% |
| All | +12,982.6% | +6,277.0% | +6,705.5% | +4,130.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling