+2,502.1%
SOXX vs LMT
+2,677.9%
-175.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -3.1% |
| 7D | +3.0% | -0.5% | +3.6% | +3.2% |
| 30D | -3.1% | -10.8% | +7.6% | +0.9% |
| 3M | -4.4% | +1.6% | -6.0% | -6.1% |
| 6M | +52.9% | -17.6% | +70.4% | +62.2% |
| YTD | +72.0% | +11.6% | +60.4% | +61.1% |
| 1Y | +105.1% | +17.2% | +87.9% | +87.8% |
| 3Y | +220.6% | +35.7% | +184.9% | +166.3% |
| 5Y | +244.8% | +75.2% | +169.6% | +147.2% |
| 10Y | +1,537.1% | +190.1% | +1,347.1% | +807.6% |
| All | +2,502.1% | +2,677.9% | -175.8% | +583.4% |
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 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