+187.0%
LMT vs IBB
+122.2%
+64.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.9% |
| 7D | -1.3% | -3.9% | +2.6% | -0.2% |
| 30D | -12.5% | +2.7% | -15.2% | -13.4% |
| 3M | -0.5% | +21.4% | -21.8% | -6.2% |
| 6M | -20.0% | +20.1% | -40.1% | -24.5% |
| YTD | +10.4% | +21.9% | -11.5% | +3.5% |
| 1Y | +17.7% | +44.1% | -26.4% | +4.9% |
| 3Y | +34.3% | +63.4% | -29.1% | +13.3% |
| 5Y | +71.8% | +19.8% | +52.1% | +61.2% |
| 10Y | +187.0% | +127.0% | +60.0% | +93.6% |
| All | +187.0% | +122.2% | +64.7% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling