+79.2%
IBM vs LMT
+47.1%
+32.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.3% |
| 7D | -1.5% | -5.6% | +4.1% | -0.8% |
| 30D | +8.4% | +18.4% | -9.9% | +5.4% |
| 3M | +4.2% | +0.6% | +3.6% | +4.0% |
| 6M | +7.9% | +20.6% | -12.7% | +4.3% |
| YTD | -15.2% | +27.0% | -42.1% | -18.6% |
| 1Y | -18.7% | +36.9% | -55.6% | -22.8% |
| 3Y | +79.2% | +46.9% | +32.3% | +67.0% |
| All | +79.2% | +47.1% | +32.1% | +67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling