+11,275.8%
LMT vs SO
+5,976.4%
+5,299.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | -6.3% | -0.2% | -6.1% | -6.2% |
| 30D | -8.5% | -4.6% | -3.9% | -7.0% |
| 3M | +1.8% | -3.0% | +4.9% | +2.8% |
| 6M | -19.9% | -8.3% | -11.7% | -17.7% |
| YTD | +10.6% | +3.5% | +7.0% | +9.0% |
| 1Y | +17.9% | -0.9% | +18.9% | +18.0% |
| 3Y | +27.0% | +45.4% | -18.4% | +11.0% |
| 5Y | +68.7% | +59.6% | +9.1% | +41.7% |
| 10Y | +181.1% | +156.6% | +24.5% | +101.3% |
| All | +11,275.8% | +5,976.4% | +5,299.4% | +3,638.4% |
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