+22,282.0%
SYK vs LMT
+11,819.4%
+10,462.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.0% | -2.2% |
| 7D | -12.3% | -0.5% | -11.8% | -12.3% |
| 30D | -22.4% | -10.8% | -11.7% | -20.2% |
| 3M | -12.3% | +1.6% | -13.9% | -13.1% |
| 6M | -24.3% | -17.6% | -6.8% | -20.7% |
| YTD | -22.8% | +11.6% | -34.4% | -25.7% |
| 1Y | -28.8% | +17.2% | -46.0% | -32.5% |
| 3Y | -4.0% | +35.7% | -39.7% | -13.7% |
| 5Y | +3.8% | +75.2% | -71.4% | -14.4% |
| 10Y | +172.8% | +190.1% | -17.3% | +99.0% |
| All | +22,282.0% | +11,819.4% | +10,462.6% | +7,939.6% |
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