+96.4%
SHOP vs LMT
+34.6%
+61.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.2% | -3.3% | -5.6% |
| 7D | -10.6% | -1.3% | -9.3% | -10.7% |
| 30D | -18.3% | -12.5% | -5.8% | -18.8% |
| 3M | +14.8% | -0.5% | +15.3% | +14.8% |
| 6M | -5.0% | -20.0% | +15.0% | -5.2% |
| YTD | -21.2% | +10.4% | -31.6% | -21.2% |
| 1Y | -11.6% | +17.7% | -29.3% | -11.3% |
| All | +96.4% | +34.6% | +61.8% | +95.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling