+14.2%
LMT vs SONY
-16.9%
+31.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.2% |
| 7D | -0.2% | -2.7% | +2.5% | 0.0% |
| 30D | -13.1% | +1.5% | -14.6% | -13.2% |
| 3M | -3.9% | +13.0% | -16.9% | -4.8% |
| 6M | -18.3% | +11.2% | -29.5% | -19.1% |
| YTD | +10.3% | -6.6% | +17.0% | +10.9% |
| 1Y | +14.2% | -18.1% | +32.4% | +16.1% |
| All | +14.2% | -16.9% | +31.2% | +16.1% |
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