+254.8%
SPOT vs LMT
+100.6%
+154.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.6% | -2.8% |
| 7D | -2.9% | -1.5% | -1.3% | -2.7% |
| 30D | +8.3% | -8.2% | +16.5% | +9.5% |
| 3M | +5.1% | +3.7% | +1.3% | +4.3% |
| 6M | -6.5% | -19.2% | +12.7% | -4.0% |
| YTD | -9.0% | +12.9% | -21.8% | -11.0% |
| 1Y | -26.4% | +19.8% | -46.2% | -28.8% |
| 3Y | +240.0% | +37.3% | +202.8% | +217.6% |
| 5Y | +111.7% | +74.4% | +37.3% | +86.1% |
| All | +254.8% | +100.6% | +154.1% | +177.7% |
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 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