+0.4%
SPGI vs LMT
+33.5%
-33.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.3% |
| 7D | +1.2% | +5.1% | -3.9% | +0.5% |
| 30D | +15.9% | +14.1% | +1.8% | +12.9% |
| 3M | +12.3% | +0.3% | +12.0% | +11.5% |
| 6M | +23.7% | +16.1% | +7.6% | +19.5% |
| YTD | -3.5% | +25.5% | -29.0% | -6.5% |
| 1Y | +0.4% | +34.1% | -33.7% | -2.7% |
| All | +0.4% | +33.5% | -33.1% | -2.7% |
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