+19.0%
SPGI vs LMT
+36.2%
-17.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.1% | -5.3% | -3.6% |
| 7D | -2.5% | -1.5% | -0.9% | -2.2% |
| 30D | +5.4% | -8.2% | +13.7% | +7.0% |
| 3M | +9.0% | +3.7% | +5.3% | +7.9% |
| 6M | +0.8% | -19.2% | +19.9% | +4.7% |
| YTD | -12.6% | +12.9% | -25.4% | -15.0% |
| 1Y | -16.1% | +19.8% | -35.9% | -19.5% |
| 3Y | +19.0% | +37.3% | -18.3% | +13.4% |
| All | +19.0% | +36.2% | -17.2% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling