+1,980.7%
LMT vs SRE
+1,544.3%
+436.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.6% | -2.0% |
| 7D | -1.3% | +1.5% | -2.8% | -1.8% |
| 30D | -12.5% | +0.8% | -13.3% | -12.9% |
| 3M | -0.5% | -5.8% | +5.3% | +1.4% |
| 6M | -20.0% | -7.8% | -12.2% | -18.1% |
| YTD | +10.4% | -2.4% | +12.7% | +10.8% |
| 1Y | +17.7% | +8.9% | +8.8% | +13.6% |
| 3Y | +34.3% | +31.1% | +3.2% | +18.5% |
| 5Y | +71.8% | +48.6% | +23.2% | +43.8% |
| 10Y | +187.0% | +126.1% | +60.8% | +104.2% |
| All | +1,980.7% | +1,544.3% | +436.4% | +676.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling