+2,525.5%
SHEL vs LMT
+11,955.0%
-9,429.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.5% | +2.0% |
| 7D | +1.9% | -1.5% | +3.5% | +2.4% |
| 30D | +8.7% | -8.2% | +16.9% | +11.2% |
| 3M | +11.0% | +3.7% | +7.2% | +9.2% |
| 6M | +14.6% | -19.2% | +33.7% | +20.9% |
| YTD | +33.3% | +12.9% | +20.4% | +27.3% |
| 1Y | +37.9% | +19.8% | +18.1% | +29.2% |
| 3Y | +69.7% | +37.3% | +32.5% | +50.5% |
| 5Y | +190.1% | +74.4% | +115.8% | +137.4% |
| 10Y | +197.0% | +188.9% | +8.1% | +111.2% |
| All | +2,525.5% | +11,955.0% | -9,429.4% | +908.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling