+89.7%
LMT vs SUI
-26.3%
+116.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.4% |
| 7D | -11.0% | +6.2% | -17.2% | -11.8% |
| 30D | +13.6% | +8.6% | +5.0% | +12.2% |
| 3M | -2.1% | +1.0% | -3.1% | -2.4% |
| 6M | +11.7% | -2.6% | +14.3% | +11.9% |
| YTD | +19.4% | -0.1% | +19.5% | +19.1% |
| 1Y | +24.1% | +0.5% | +23.6% | +23.6% |
| 3Y | +36.2% | +15.3% | +20.9% | +32.4% |
| All | +89.7% | -26.3% | +116.0% | +90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 5y: compounded portfolio wealth divided by compounded SUI 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…
5y analysis · Full analysis span regression · 6 months rolling