+43.3%
SHEL vs LMT
+26.0%
+17.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.9% | +4.6% | -1.5% |
| 7D | -3.2% | -5.5% | +2.3% | -2.5% |
| 30D | +5.5% | +17.5% | -11.9% | +3.9% |
| 3M | +14.4% | +1.6% | +12.8% | +13.9% |
| 6M | +16.2% | +16.3% | -0.1% | +14.2% |
| YTD | +42.4% | +25.3% | +17.2% | +40.9% |
| 1Y | +43.3% | +25.9% | +17.4% | +42.4% |
| All | +43.3% | +26.0% | +17.3% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 1y: compounded portfolio wealth divided by compounded LMT 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…
1y analysis · Full analysis span regression · 6 months rolling