+3,070.7%
LMT vs SPYG
+559.2%
+2,511.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.0% |
| 7D | -1.3% | +0.3% | -1.7% | -1.5% |
| 30D | -12.5% | -1.7% | -10.8% | -11.9% |
| 3M | -0.5% | +3.6% | -4.1% | -2.2% |
| 6M | -20.0% | +16.6% | -36.6% | -25.4% |
| YTD | +10.4% | +13.4% | -3.0% | +4.0% |
| 1Y | +17.7% | +19.6% | -1.9% | +8.2% |
| 3Y | +34.3% | +99.8% | -65.5% | -3.6% |
| 5Y | +71.8% | +85.0% | -13.1% | +24.4% |
| 10Y | +187.0% | +422.1% | -235.1% | +28.4% |
| All | +3,070.7% | +559.2% | +2,511.5% | +837.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling