+2,534.9%
IBM vs LMT
+13,460.7%
-10,925.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.6% |
| 7D | -1.5% | -5.6% | +4.1% | -0.3% |
| 30D | +8.4% | +18.4% | -9.9% | +3.8% |
| 3M | +4.2% | +0.6% | +3.6% | +3.6% |
| 6M | +7.9% | +20.6% | -12.7% | +2.4% |
| YTD | -15.2% | +27.0% | -42.1% | -20.7% |
| 1Y | -18.7% | +36.9% | -55.6% | -25.4% |
| 3Y | +79.2% | +46.9% | +32.3% | +59.7% |
| 5Y | +144.7% | +104.2% | +40.5% | +98.8% |
| 10Y | +141.6% | +205.2% | -63.6% | +80.0% |
| All | +2,534.9% | +13,460.7% | -10,925.9% | +1,051.3% |
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