+33.6%
LMT vs SOUN
-28.2%
+61.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -0.2% | -7.1% | +6.9% | -0.1% |
| 30D | -13.1% | -15.4% | +2.3% | -12.9% |
| 3M | -3.9% | -10.6% | +6.7% | -3.8% |
| 6M | -18.3% | -19.6% | +1.4% | -18.2% |
| YTD | +10.3% | -37.2% | +47.6% | +10.6% |
| 1Y | +14.2% | -57.1% | +71.3% | +14.9% |
| 3Y | +35.0% | +178.2% | -143.2% | +32.1% |
| All | +33.6% | -28.2% | +61.8% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SOUN.
Daily Out/Under-Performance
Portfolio return minus SOUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOUN 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 10y: compounded portfolio wealth divided by compounded SOUN 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…
10y analysis · Full analysis span regression · 6 months rolling