+11,511.2%
LMT vs SYY
+4,446.6%
+7,064.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.3% | +2.1% |
| 7D | -1.5% | -2.8% | +1.2% | -0.8% |
| 30D | -8.2% | -5.3% | -3.0% | -7.0% |
| 3M | +3.7% | +5.1% | -1.4% | +2.3% |
| 6M | -19.2% | -5.0% | -14.2% | -18.5% |
| YTD | +12.9% | +10.7% | +2.2% | +9.2% |
| 1Y | +19.8% | +0.7% | +19.1% | +18.7% |
| 3Y | +37.3% | +24.0% | +13.2% | +28.0% |
| 5Y | +74.4% | +19.3% | +55.1% | +62.0% |
| 10Y | +188.9% | +96.4% | +92.5% | +124.0% |
| All | +11,511.2% | +4,446.6% | +7,064.6% | +5,209.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling