-15.7%
SHOP vs LMT
+71.0%
-86.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.2% | -3.3% | -5.4% |
| 7D | -10.6% | -1.3% | -9.3% | -10.6% |
| 30D | -18.3% | -12.5% | -5.8% | -18.0% |
| 3M | +14.8% | -0.5% | +15.3% | +14.6% |
| 6M | -5.0% | -20.0% | +15.0% | -3.8% |
| YTD | -21.2% | +10.4% | -31.6% | -22.2% |
| 1Y | -11.6% | +17.7% | -29.3% | -13.0% |
| 3Y | +101.2% | +34.3% | +66.9% | +91.7% |
| 5Y | -15.7% | +71.8% | -87.5% | -28.5% |
| All | -15.7% | +71.0% | -86.7% | -28.5% |
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