+1,214.9%
LMT vs SPXS
-100.0%
+1,314.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -1.9% |
| 7D | -1.3% | +1.2% | -2.6% | -1.1% |
| 30D | -12.5% | +5.2% | -17.7% | -11.6% |
| 3M | -0.5% | -9.2% | +8.7% | -2.1% |
| 6M | -20.0% | -29.6% | +9.6% | -25.0% |
| YTD | +10.4% | -27.6% | +38.0% | +4.3% |
| 1Y | +17.7% | -36.7% | +54.4% | +8.5% |
| 3Y | +34.3% | -79.8% | +114.1% | +1.2% |
| 5Y | +71.8% | -85.9% | +157.7% | +29.1% |
| 10Y | +187.0% | -99.5% | +286.5% | +22.0% |
| All | +1,214.9% | -100.0% | +1,314.9% | +148.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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