-11.0%
SHOP vs LMT
+19.2%
-30.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.1% |
| 7D | -13.2% | -0.5% | -12.7% | -13.2% |
| 30D | -17.0% | -10.8% | -6.3% | -17.6% |
| 3M | +17.0% | +1.6% | +15.4% | +16.8% |
| 6M | -2.1% | -17.6% | +15.4% | -0.4% |
| YTD | -21.4% | +11.6% | -32.9% | -24.9% |
| 1Y | -11.0% | +17.2% | -28.2% | -18.9% |
| All | -11.0% | +19.2% | -30.2% | -18.9% |
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 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