+818.8%
SLB vs LMT
+12,650.4%
-11,831.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.1% | +1.1% |
| 7D | -7.1% | -11.0% | +3.9% | -3.5% |
| 30D | +4.1% | +13.6% | -9.5% | -0.6% |
| 3M | -2.6% | -2.1% | -0.5% | -2.4% |
| 6M | -8.6% | +11.7% | -20.2% | -12.6% |
| YTD | +32.2% | +19.4% | +12.8% | +22.6% |
| 1Y | +40.7% | +24.1% | +16.6% | +28.6% |
| 3Y | -4.5% | +36.2% | -40.7% | -16.7% |
| 5Y | +66.4% | +90.7% | -24.4% | +29.6% |
| 10Y | -15.1% | +212.5% | -227.6% | -42.6% |
| All | +818.8% | +12,650.4% | -11,831.6% | +206.6% |
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