+2.9%
SPGI vs LMT
+26.0%
-23.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -6.9% | +10.2% | +4.3% |
| 7D | +7.2% | -5.5% | +12.7% | +7.9% |
| 30D | +23.2% | +17.5% | +5.8% | +19.6% |
| 3M | +17.0% | +1.6% | +15.4% | +15.9% |
| 6M | +20.4% | +16.3% | +4.1% | +16.4% |
| YTD | -1.9% | +25.3% | -27.2% | -4.7% |
| 1Y | +2.9% | +25.9% | -23.0% | +0.2% |
| All | +2.9% | +26.0% | -23.1% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling