+11,258.0%
LMT vs SONY
+514.2%
+10,743.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | -1.3% | -4.9% | +3.6% | -0.6% |
| 30D | -12.5% | -1.6% | -10.9% | -12.3% |
| 3M | -0.5% | +10.0% | -10.5% | -2.0% |
| 6M | -20.0% | +8.4% | -28.4% | -21.3% |
| YTD | +10.4% | -8.4% | +18.8% | +11.3% |
| 1Y | +17.7% | -18.4% | +36.1% | +20.5% |
| 3Y | +34.3% | +41.0% | -6.7% | +24.8% |
| 5Y | +71.8% | +9.3% | +62.5% | +63.6% |
| 10Y | +187.0% | +281.7% | -94.7% | +121.4% |
| All | +11,258.0% | +514.2% | +10,743.8% | +6,936.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling