+35.0%
LMT vs SONY
+42.2%
-7.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.2% |
| 7D | -0.2% | -2.7% | +2.5% | -0.1% |
| 30D | -13.1% | +1.5% | -14.6% | -13.1% |
| 3M | -3.9% | +13.0% | -16.9% | -4.4% |
| 6M | -18.3% | +11.2% | -29.5% | -18.7% |
| YTD | +10.3% | -6.6% | +17.0% | +10.3% |
| 1Y | +14.2% | -18.1% | +32.4% | +14.7% |
| 3Y | +35.0% | +42.1% | -7.1% | +32.4% |
| All | +35.0% | +42.2% | -7.3% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling