+8,434.7%
SHOP vs LMT
+268.5%
+8,166.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.2% |
| 7D | -5.1% | -6.3% | +1.2% | -3.4% |
| 30D | +0.6% | -8.5% | +9.1% | +2.9% |
| 3M | +25.0% | +1.8% | +23.2% | +23.2% |
| 6M | +11.9% | -19.9% | +31.8% | +18.4% |
| YTD | -9.9% | +10.6% | -20.4% | -14.1% |
| 1Y | 0.0% | +17.9% | -18.0% | -6.8% |
| 3Y | +117.5% | +27.0% | +90.5% | +91.5% |
| 5Y | -6.6% | +68.7% | -75.3% | -29.4% |
| 10Y | +3,320.3% | +181.1% | +3,139.2% | +1,873.5% |
| All | +8,434.7% | +268.5% | +8,166.2% | +4,389.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling