+5,540.7%
LMT vs SPG
+5,256.9%
+283.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.3% |
| 7D | -6.3% | -2.4% | -3.9% | -5.8% |
| 30D | -8.5% | -6.8% | -1.7% | -7.3% |
| 3M | +1.8% | +2.7% | -0.8% | +1.2% |
| 6M | -19.9% | +5.5% | -25.4% | -20.9% |
| YTD | +10.6% | +15.7% | -5.1% | +7.4% |
| 1Y | +17.9% | +20.9% | -2.9% | +13.6% |
| 3Y | +27.0% | +112.4% | -85.4% | +9.1% |
| 5Y | +68.7% | +101.4% | -32.7% | +44.0% |
| 10Y | +181.1% | +60.6% | +120.4% | +133.7% |
| All | +5,540.7% | +5,256.9% | +283.8% | +2,319.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling