+110.6%
SPOT vs LMT
+73.4%
+37.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | -6.9% | -0.5% | -6.3% | -6.8% |
| 30D | +4.1% | -10.8% | +14.9% | +4.7% |
| 3M | +3.7% | +1.6% | +2.1% | +3.6% |
| 6M | -1.6% | -17.6% | +15.9% | -0.8% |
| YTD | -10.2% | +11.6% | -21.7% | -10.9% |
| 1Y | -25.9% | +17.2% | -43.1% | -26.8% |
| 3Y | +235.6% | +35.7% | +199.9% | +224.8% |
| 5Y | +110.6% | +75.2% | +35.4% | +86.8% |
| All | +110.6% | +73.4% | +37.2% | +86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling