+828.4%
SPYM vs LMT
+1,506.4%
-677.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.1% | +0.1% |
| 7D | +0.1% | -6.3% | +6.4% | +2.4% |
| 30D | +0.1% | -8.5% | +8.6% | +3.1% |
| 3M | +2.0% | +1.8% | +0.2% | +0.6% |
| 6M | +13.1% | -19.9% | +33.0% | +21.3% |
| YTD | +13.6% | +10.6% | +3.1% | +7.5% |
| 1Y | +20.1% | +17.9% | +2.1% | +10.6% |
| 3Y | +77.6% | +27.0% | +50.6% | +54.7% |
| 5Y | +82.5% | +68.7% | +13.9% | +37.8% |
| 10Y | +317.6% | +181.1% | +136.5% | +149.7% |
| All | +828.4% | +1,506.4% | -677.9% | +218.5% |
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