+112.0%
IBM vs LMT
+74.9%
+37.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.6% |
| 7D | +0.3% | -1.5% | +1.8% | +0.6% |
| 30D | -1.5% | -8.2% | +6.8% | 0.0% |
| 3M | -16.8% | +3.7% | -20.5% | -17.4% |
| 6M | -9.0% | -19.2% | +10.1% | -5.9% |
| YTD | -20.1% | +12.9% | -32.9% | -22.0% |
| 1Y | -7.0% | +19.8% | -26.8% | -10.2% |
| 3Y | +72.4% | +37.3% | +35.1% | +60.5% |
| 5Y | +112.0% | +74.4% | +37.6% | +80.5% |
| All | +112.0% | +74.9% | +37.1% | +80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling