+189.0%
LMT vs SPY
+318.9%
-129.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.4% |
| 7D | -0.5% | -2.0% | +1.5% | +0.6% |
| 30D | -10.8% | -1.7% | -9.1% | -10.0% |
| 3M | +1.6% | +4.7% | -3.1% | -1.2% |
| 6M | -17.6% | +12.5% | -30.1% | -23.2% |
| YTD | +11.6% | +11.7% | -0.1% | +4.4% |
| 1Y | +17.2% | +17.5% | -0.2% | +6.4% |
| 3Y | +35.7% | +76.6% | -40.8% | -6.4% |
| 5Y | +75.2% | +82.0% | -6.8% | +15.4% |
| All | +189.0% | +318.9% | -129.8% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling