+11,511.2%
LMT vs STT
+7,281.4%
+4,229.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.3% |
| 7D | -1.5% | +2.2% | -3.7% | -1.9% |
| 30D | -8.2% | +3.9% | -12.1% | -8.9% |
| 3M | +3.7% | +19.2% | -15.4% | +0.3% |
| 6M | -19.2% | +60.4% | -79.5% | -26.1% |
| YTD | +12.9% | +51.5% | -38.6% | +4.1% |
| 1Y | +19.8% | +76.3% | -56.5% | +7.3% |
| 3Y | +37.3% | +200.7% | -163.5% | +10.0% |
| 5Y | +74.4% | +157.5% | -83.1% | +40.2% |
| 10Y | +188.9% | +262.0% | -73.1% | +110.3% |
| All | +11,511.2% | +7,281.4% | +4,229.8% | +3,750.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling