-23.8%
SPOT vs LMT
+15.9%
-39.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.8% |
| 7D | -3.1% | -0.2% | -2.9% | -3.1% |
| 30D | +7.4% | -13.1% | +20.5% | +7.6% |
| 3M | +8.2% | -3.9% | +12.1% | +8.5% |
| 6M | +2.2% | -18.3% | +20.5% | +1.4% |
| YTD | -9.5% | +10.3% | -19.8% | -9.4% |
| 1Y | -23.8% | +14.2% | -38.1% | -21.9% |
| All | -23.8% | +15.9% | -39.8% | -21.9% |
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