-22.9%
SPOT vs LMT
+19.5%
-42.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.7% | -3.1% |
| 7D | -0.9% | -6.3% | +5.3% | -0.9% |
| 30D | +12.5% | -8.5% | +21.0% | +12.6% |
| 3M | +9.9% | +1.8% | +8.1% | +10.1% |
| 6M | +1.6% | -19.9% | +21.5% | +0.3% |
| YTD | -6.6% | +10.6% | -17.2% | -5.9% |
| 1Y | -22.9% | +17.9% | -40.9% | -15.7% |
| All | -22.9% | +19.5% | -42.4% | -15.7% |
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