-2.6%
SLB vs LMT
+184.4%
-187.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +1.0% |
| 7D | -1.9% | -1.3% | -0.5% | -1.3% |
| 30D | +7.8% | -12.5% | +20.3% | +14.7% |
| 3M | +2.7% | -0.5% | +3.1% | +2.2% |
| 6M | +22.2% | -20.0% | +42.2% | +34.9% |
| YTD | +51.1% | +10.4% | +40.7% | +40.2% |
| 1Y | +63.3% | +17.7% | +45.6% | +45.9% |
| 3Y | +2.4% | +34.3% | -31.9% | -17.8% |
| 5Y | +139.3% | +71.8% | +67.5% | +63.3% |
| 10Y | -2.6% | +187.0% | -189.6% | -34.4% |
| All | -2.6% | +184.4% | -187.0% | -34.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling