+185.8%
LMT vs SYY
+116.5%
+69.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.4% |
| 7D | -0.2% | +3.9% | -4.2% | -1.3% |
| 30D | -13.1% | -1.7% | -11.3% | -12.7% |
| 3M | -3.9% | +5.2% | -9.0% | -5.3% |
| 6M | -18.3% | -0.2% | -18.1% | -18.7% |
| YTD | +10.3% | +15.4% | -5.0% | +5.3% |
| 1Y | +14.2% | +5.6% | +8.6% | +11.6% |
| 3Y | +35.0% | +28.9% | +6.1% | +23.8% |
| 5Y | +73.2% | +24.1% | +49.2% | +58.0% |
| All | +185.8% | +116.5% | +69.3% | +133.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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