+823.3%
SPYM vs LMT
+1,539.6%
-716.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.6% | -1.3% |
| 7D | +0.6% | -1.5% | +2.1% | +1.1% |
| 30D | -0.9% | -8.2% | +7.3% | +2.0% |
| 3M | +3.9% | +3.7% | +0.2% | +1.7% |
| 6M | +14.5% | -19.2% | +33.7% | +22.5% |
| YTD | +13.0% | +12.9% | +0.1% | +6.2% |
| 1Y | +19.4% | +19.8% | -0.4% | +9.4% |
| 3Y | +78.9% | +37.3% | +41.6% | +51.1% |
| 5Y | +82.3% | +74.4% | +7.9% | +35.9% |
| 10Y | +314.7% | +188.9% | +125.8% | +145.5% |
| All | +823.3% | +1,539.6% | -716.3% | +214.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling