+252.8%
SPOT vs LMT
+96.2%
+156.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.9% |
| 7D | -3.1% | -0.2% | -2.9% | -3.1% |
| 30D | +7.4% | -13.1% | +20.5% | +9.3% |
| 3M | +8.2% | -3.9% | +12.1% | +8.6% |
| 6M | +2.2% | -18.3% | +20.5% | +4.7% |
| YTD | -9.5% | +10.3% | -19.8% | -11.3% |
| 1Y | -23.8% | +14.2% | -38.1% | -25.8% |
| 3Y | +233.5% | +35.0% | +198.5% | +212.1% |
| 5Y | +112.2% | +73.2% | +39.0% | +86.4% |
| All | +252.8% | +96.2% | +156.7% | +177.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling