+147.3%
IBM vs LMT
+197.1%
-49.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.5% |
| 7D | +1.6% | +5.1% | -3.5% | -0.3% |
| 30D | +9.2% | +14.1% | -4.9% | +3.5% |
| 3M | +4.9% | +0.3% | +4.6% | +4.1% |
| 6M | +16.8% | +16.1% | +0.7% | +9.1% |
| YTD | -14.3% | +25.5% | -39.7% | -22.9% |
| 1Y | -16.7% | +34.1% | -50.8% | -27.1% |
| 3Y | +82.2% | +45.1% | +37.2% | +49.8% |
| 5Y | +149.9% | +100.9% | +49.0% | +68.0% |
| All | +147.3% | +197.1% | -49.8% | +54.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling