+205.2%
LMT vs IBB
+130.8%
+74.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +2.8% |
| 7D | -5.6% | +0.8% | -6.4% | -5.9% |
| 30D | +18.4% | +5.2% | +13.2% | +16.5% |
| 3M | +0.6% | +8.6% | -8.0% | -2.1% |
| 6M | +20.6% | +27.8% | -7.2% | +11.8% |
| YTD | +27.0% | +28.8% | -1.8% | +17.1% |
| 1Y | +36.9% | +36.4% | +0.4% | +24.1% |
| 3Y | +46.9% | +89.3% | -42.5% | +18.5% |
| 5Y | +104.2% | +43.3% | +60.9% | +79.4% |
| 10Y | +205.2% | +130.6% | +74.6% | +112.3% |
| All | +205.2% | +130.8% | +74.5% | +112.3% |
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