+37.3%
LMT vs STT
+203.8%
-166.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.2% |
| 7D | -1.5% | +2.2% | -3.7% | -1.7% |
| 30D | -8.2% | +3.9% | -12.1% | -8.6% |
| 3M | +3.7% | +19.2% | -15.4% | +2.1% |
| 6M | -19.2% | +60.4% | -79.5% | -22.6% |
| YTD | +12.9% | +51.5% | -38.6% | +8.6% |
| 1Y | +19.8% | +76.3% | -56.5% | +13.6% |
| 3Y | +37.3% | +200.7% | -163.5% | +23.3% |
| All | +37.3% | +203.8% | -166.6% | +23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling