+958.5%
SLB vs LMT
+11,710.5%
-10,752.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.7% |
| 7D | +0.8% | -6.3% | +7.1% | +3.0% |
| 30D | +15.8% | -8.5% | +24.3% | +19.2% |
| 3M | -0.3% | +1.8% | -2.2% | -1.4% |
| 6M | +21.3% | -19.9% | +41.3% | +29.7% |
| YTD | +52.3% | +10.6% | +41.7% | +45.5% |
| 1Y | +63.6% | +17.9% | +45.7% | +52.6% |
| 3Y | +3.8% | +27.0% | -23.2% | -7.0% |
| 5Y | +128.6% | +68.7% | +60.0% | +85.7% |
| 10Y | -3.1% | +181.1% | -184.1% | -32.0% |
| All | +958.5% | +11,710.5% | -10,752.0% | +263.9% |
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