+210.0%
SHEL vs LMT
+188.6%
+21.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +2.0% | +1.2% |
| 7D | +4.1% | -0.2% | +4.3% | +4.2% |
| 30D | +8.4% | -13.1% | +21.4% | +13.8% |
| 3M | +13.7% | -3.9% | +17.6% | +14.6% |
| 6M | +12.7% | -18.3% | +31.0% | +20.5% |
| YTD | +35.3% | +10.3% | +25.0% | +28.0% |
| 1Y | +39.4% | +14.2% | +25.1% | +29.7% |
| 3Y | +71.5% | +35.0% | +36.5% | +44.1% |
| 5Y | +195.0% | +73.2% | +121.8% | +115.0% |
| All | +210.0% | +188.6% | +21.4% | +122.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling