+2,536.4%
IBM vs LMT
+13,482.5%
-10,946.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.2% |
| 7D | -0.3% | +4.8% | -5.2% | -1.4% |
| 30D | +6.8% | +19.9% | -13.1% | +1.9% |
| 3M | +4.4% | +0.2% | +4.2% | +3.9% |
| 6M | +13.2% | +17.4% | -4.2% | +8.2% |
| YTD | -15.1% | +27.2% | -42.3% | -20.7% |
| 1Y | -20.2% | +35.6% | -55.8% | -26.6% |
| 3Y | +79.3% | +47.1% | +32.2% | +59.7% |
| 5Y | +147.5% | +103.7% | +43.8% | +101.1% |
| 10Y | +140.2% | +203.5% | -63.3% | +79.1% |
| All | +2,536.4% | +13,482.5% | -10,946.2% | +1,051.6% |
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