+134.5%
IBM vs LMT
+191.8%
-57.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.5% | -2.9% |
| 7D | -0.3% | -0.5% | +0.2% | -0.2% |
| 30D | -1.8% | -10.8% | +8.9% | +2.2% |
| 3M | -13.5% | +1.6% | -15.1% | -14.4% |
| 6M | -5.1% | -17.6% | +12.5% | +1.4% |
| YTD | -19.4% | +11.6% | -31.0% | -23.8% |
| 1Y | -6.5% | +17.2% | -23.8% | -13.5% |
| 3Y | +73.8% | +35.7% | +38.1% | +46.7% |
| 5Y | +116.3% | +75.2% | +41.1% | +54.5% |
| All | +134.5% | +191.8% | -57.3% | +53.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling