+35.1%
LMT vs SPG
+104.3%
-69.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | -1.7% |
| 7D | -1.3% | -2.7% | +1.4% | -1.0% |
| 30D | -12.5% | -7.3% | -5.2% | -11.7% |
| 3M | -0.5% | -3.5% | +3.0% | -0.1% |
| 6M | -20.0% | +8.5% | -28.5% | -21.0% |
| YTD | +10.4% | +13.0% | -2.6% | +8.4% |
| 1Y | +17.7% | +18.0% | -0.3% | +14.9% |
| All | +35.1% | +104.3% | -69.2% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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