+140.5%
IBM vs LMT
+188.7%
-48.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.2% | +5.6% | +4.2% |
| 7D | +3.6% | -1.3% | +4.9% | +4.0% |
| 30D | +1.5% | -12.5% | +14.0% | +6.5% |
| 3M | -12.9% | -0.5% | -12.5% | -13.2% |
| 6M | -3.9% | -20.0% | +16.1% | +3.8% |
| YTD | -17.3% | +10.4% | -27.7% | -21.5% |
| 1Y | -5.0% | +17.7% | -22.7% | -12.3% |
| 3Y | +78.2% | +34.3% | +43.9% | +51.0% |
| 5Y | +120.6% | +71.8% | +48.8% | +59.0% |
| All | +140.5% | +188.7% | -48.3% | +58.4% |
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 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