-11.2%
SHOP vs LMT
+100.7%
-111.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.2% |
| 7D | -1.2% | +5.1% | -6.3% | -1.1% |
| 30D | -14.7% | +14.1% | -28.9% | -14.6% |
| 3M | -7.2% | +0.3% | -7.5% | -7.0% |
| 6M | +54.2% | +16.1% | +38.1% | +54.1% |
| YTD | -8.6% | +25.5% | -34.1% | -9.1% |
| 1Y | +0.5% | +34.1% | -33.6% | -0.4% |
| 3Y | +135.9% | +45.1% | +90.9% | +130.5% |
| All | -11.2% | +100.7% | -111.9% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling