+17.9%
LMT vs SRE
+4.7%
+13.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | -6.3% | -0.3% | -5.9% | -6.2% |
| 30D | -8.5% | -0.7% | -7.8% | -8.3% |
| 3M | +1.8% | -6.3% | +8.1% | +3.6% |
| 6M | -19.9% | -10.7% | -9.3% | -17.7% |
| YTD | +10.6% | -3.5% | +14.0% | +11.0% |
| 1Y | +17.9% | +5.3% | +12.6% | +16.9% |
| All | +17.9% | +4.7% | +13.3% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling