+8,064.4%
LMT vs SPY
+3,034.0%
+5,030.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.1% |
| 7D | +5.1% | +2.6% | +2.5% | +3.7% |
| 30D | +14.1% | -2.0% | +16.1% | +15.2% |
| 3M | +0.3% | -2.8% | +3.1% | +1.6% |
| 6M | +16.1% | +2.1% | +14.0% | +14.2% |
| YTD | +25.5% | +11.5% | +14.0% | +17.4% |
| 1Y | +34.1% | +13.5% | +20.7% | +24.2% |
| 3Y | +45.1% | +77.7% | -32.6% | +2.5% |
| 5Y | +100.9% | +72.6% | +28.3% | +41.4% |
| 10Y | +199.4% | +308.2% | -108.7% | +28.9% |
| All | +8,064.4% | +3,034.0% | +5,030.5% | +795.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling