+99.9%
LMT vs SPG
+84.0%
+15.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.1% | -1.3% |
| 7D | +5.1% | +2.0% | +3.1% | +4.9% |
| 30D | +14.1% | +17.2% | -3.1% | +11.9% |
| 3M | +0.3% | +6.3% | -6.0% | -0.6% |
| 6M | +16.1% | +18.7% | -2.6% | +13.6% |
| YTD | +25.5% | +30.1% | -4.6% | +21.3% |
| 1Y | +34.1% | +32.8% | +1.4% | +29.4% |
| 3Y | +45.1% | +133.6% | -88.5% | +30.7% |
| All | +99.9% | +84.0% | +15.9% | +77.7% |
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