+2,383.6%
IBM vs LMT
+11,955.0%
-9,571.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.7% |
| 7D | +0.3% | -1.5% | +1.8% | +0.6% |
| 30D | -1.5% | -8.2% | +6.8% | +0.5% |
| 3M | -16.8% | +3.7% | -20.5% | -17.7% |
| 6M | -9.0% | -19.2% | +10.1% | -4.6% |
| YTD | -20.1% | +12.9% | -32.9% | -22.8% |
| 1Y | -7.0% | +19.8% | -26.8% | -11.7% |
| 3Y | +72.4% | +37.3% | +35.1% | +56.4% |
| 5Y | +112.0% | +74.4% | +37.6% | +79.0% |
| 10Y | +131.6% | +188.9% | -57.3% | +75.6% |
| All | +2,383.6% | +11,955.0% | -9,571.3% | +1,020.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling