+185.8%
LMT vs SRE
+122.3%
+63.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | -0.2% | -0.8% | +0.6% | +0.1% |
| 30D | -13.1% | -3.0% | -10.1% | -12.2% |
| 3M | -3.9% | -8.3% | +4.4% | -0.9% |
| 6M | -18.3% | -8.9% | -9.3% | -15.7% |
| YTD | +10.3% | -4.3% | +14.6% | +11.5% |
| 1Y | +14.2% | +2.7% | +11.5% | +12.2% |
| 3Y | +35.0% | +28.7% | +6.3% | +16.8% |
| 5Y | +73.2% | +47.1% | +26.1% | +39.3% |
| All | +185.8% | +122.3% | +63.5% | +115.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling