+73.0%
LMT vs SPMO
+149.5%
-76.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | -0.2% | -0.9% | +0.7% | -0.1% |
| 30D | -13.1% | -1.9% | -11.2% | -12.9% |
| 3M | -3.9% | -1.4% | -2.5% | -4.2% |
| 6M | -18.3% | +25.5% | -43.7% | -22.6% |
| YTD | +10.3% | +24.8% | -14.5% | +4.5% |
| 1Y | +14.2% | +24.5% | -10.3% | +8.2% |
| 3Y | +35.0% | +157.1% | -122.2% | +2.7% |
| All | +73.0% | +149.5% | -76.5% | +28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling