+25.9%
LMT vs SONY
-6.4%
+32.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.2% | -9.1% | -7.1% |
| 7D | -5.5% | +2.9% | -8.4% | -5.8% |
| 30D | +17.5% | +10.2% | +7.2% | +16.6% |
| 3M | +1.6% | +16.1% | -14.5% | +0.5% |
| 6M | +16.3% | +32.1% | -15.8% | +13.5% |
| YTD | +25.3% | +1.4% | +23.9% | +24.6% |
| 1Y | +25.9% | -7.0% | +32.9% | +25.1% |
| All | +25.9% | -6.4% | +32.2% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 1y: compounded portfolio wealth divided by compounded SONY 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…
1y analysis · Full analysis span regression · 6 months rolling