+35.0%
LMT vs SRE
+28.3%
+6.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | -0.2% | -0.8% | +0.6% | -0.1% |
| 30D | -13.1% | -3.0% | -10.1% | -12.6% |
| 3M | -3.9% | -8.3% | +4.4% | -2.4% |
| 6M | -18.3% | -8.9% | -9.3% | -17.0% |
| YTD | +10.3% | -4.3% | +14.6% | +11.1% |
| 1Y | +14.2% | +2.7% | +11.5% | +13.6% |
| 3Y | +35.0% | +28.7% | +6.3% | +23.2% |
| All | +35.0% | +28.3% | +6.7% | +23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling