+14,839.3%
SPGI vs LMT
+13,616.5%
+1,222.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | 0.0% |
| 7D | -1.4% | +2.5% | -3.9% | -2.1% |
| 30D | +15.3% | +19.2% | -3.9% | +8.9% |
| 3M | +16.5% | +2.7% | +13.8% | +15.0% |
| 6M | +19.8% | +20.6% | -0.8% | +12.1% |
| YTD | -3.2% | +28.4% | -31.7% | -11.6% |
| 1Y | +1.8% | +36.9% | -35.1% | -8.9% |
| 3Y | +30.6% | +48.5% | -18.0% | +12.3% |
| 5Y | +16.0% | +107.6% | -91.6% | -11.6% |
| 10Y | +338.6% | +206.5% | +132.1% | +192.6% |
| All | +14,839.3% | +13,616.5% | +1,222.7% | +4,905.0% |
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