+206.5%
LMT vs STT
+203.9%
+2.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.3% | +0.8% |
| 7D | +2.5% | +0.4% | +2.1% | +2.4% |
| 30D | +19.2% | -0.4% | +19.6% | +19.2% |
| 3M | +2.7% | -6.5% | +9.2% | +4.0% |
| 6M | +20.6% | +17.2% | +3.4% | +16.3% |
| YTD | +28.4% | +38.2% | -9.8% | +19.2% |
| 1Y | +36.9% | +49.3% | -12.4% | +24.9% |
| 3Y | +48.5% | +181.9% | -133.4% | +15.6% |
| 5Y | +107.6% | +106.9% | +0.7% | +68.9% |
| 10Y | +206.5% | +203.1% | +3.3% | +116.8% |
| All | +206.5% | +203.9% | +2.5% | +116.8% |
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