+185.8%
LMT vs SPYG
+424.6%
-238.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.4% |
| 7D | -0.2% | -0.9% | +0.7% | +0.1% |
| 30D | -13.1% | -1.5% | -11.6% | -12.6% |
| 3M | -3.9% | +3.7% | -7.6% | -5.5% |
| 6M | -18.3% | +16.4% | -34.7% | -23.4% |
| YTD | +10.3% | +13.3% | -3.0% | +4.3% |
| 1Y | +14.2% | +17.9% | -3.6% | +6.1% |
| 3Y | +35.0% | +98.3% | -63.4% | -3.8% |
| 5Y | +73.2% | +86.4% | -13.2% | +24.4% |
| All | +185.8% | +424.6% | -238.8% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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