+0.5%
SHOP vs LMT
+33.5%
-33.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | 0.0% |
| 7D | -1.2% | +5.1% | -6.3% | -0.3% |
| 30D | -14.7% | +14.1% | -28.9% | -12.7% |
| 3M | -7.2% | +0.3% | -7.5% | -6.5% |
| 6M | +54.2% | +16.1% | +38.1% | +57.4% |
| YTD | -8.6% | +25.5% | -34.1% | -5.4% |
| 1Y | +0.5% | +34.1% | -33.6% | +5.7% |
| All | +0.5% | +33.5% | -33.0% | +5.7% |
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