+12,638.2%
LMT vs STT
+6,508.4%
+6,129.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.2% | +0.5% | +3.1% |
| 7D | -8.5% | +0.9% | -9.5% | -8.7% |
| 30D | +15.4% | -2.3% | +17.8% | +15.8% |
| 3M | +0.7% | -7.0% | +7.6% | +1.9% |
| 6M | +17.6% | +15.5% | +2.1% | +14.2% |
| YTD | +23.8% | +35.6% | -11.8% | +16.4% |
| 1Y | +31.6% | +47.9% | -16.2% | +21.8% |
| 3Y | +44.0% | +181.1% | -137.1% | +16.8% |
| 5Y | +98.8% | +108.2% | -9.4% | +66.4% |
| 10Y | +202.1% | +201.0% | +1.2% | +127.3% |
| All | +12,638.2% | +6,508.4% | +6,129.9% | +4,206.5% |
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 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