+25.9%
LMT vs SPMO
+11.0%
+14.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.8% | -6.0% | -7.0% |
| 7D | -5.5% | -8.9% | +3.4% | -6.4% |
| 30D | +17.5% | -13.8% | +31.2% | +16.1% |
| 3M | +1.6% | -12.5% | +14.1% | +0.5% |
| 6M | +16.3% | -1.5% | +17.8% | +12.3% |
| YTD | +25.3% | +11.3% | +13.9% | +17.6% |
| 1Y | +25.9% | +11.5% | +14.4% | +18.1% |
| All | +25.9% | +11.0% | +14.9% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 1y: compounded portfolio wealth divided by compounded SPMO 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…
1y analysis · Full analysis span regression · 6 months rolling