+187.0%
LMT vs STT
+262.1%
-75.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -1.3% | +1.0% | -2.3% | -1.5% |
| 30D | -12.5% | +2.8% | -15.3% | -13.0% |
| 3M | -0.5% | +18.1% | -18.6% | -4.0% |
| 6M | -20.0% | +59.2% | -79.2% | -27.8% |
| YTD | +10.4% | +51.5% | -41.1% | +0.6% |
| 1Y | +17.7% | +75.7% | -58.0% | +3.6% |
| 3Y | +34.3% | +200.8% | -166.5% | +3.1% |
| 5Y | +71.8% | +155.8% | -84.0% | +32.1% |
| 10Y | +187.0% | +266.4% | -79.4% | +90.5% |
| All | +187.0% | +262.1% | -75.1% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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