+35.0%
LMT vs SYY
+29.1%
+5.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -18.6% |
| YTD | +10.3% | +15.4% | -5.0% | +5.3% |
| 1Y | +14.2% | +5.6% | +8.6% | +11.7% |
| 3Y | +35.0% | +28.9% | +6.1% | +25.8% |
| All | +35.0% | +29.1% | +5.8% | +25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling