+75.6%
LMT vs SPG
+109.1%
-33.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.9% | +1.9% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | -8.2% | -4.9% | -3.3% | -7.7% |
| 3M | +3.7% | +3.3% | +0.4% | +3.3% |
| 6M | -19.2% | +11.2% | -30.4% | -20.2% |
| YTD | +12.9% | +17.1% | -4.2% | +10.6% |
| 1Y | +19.8% | +21.6% | -1.8% | +16.9% |
| 3Y | +37.3% | +111.9% | -74.6% | +25.1% |
| All | +75.6% | +109.1% | -33.5% | +50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling