+2,811.4%
LMT vs IBB
+560.8%
+2,250.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.2% |
| 7D | -6.3% | +1.4% | -7.7% | -6.7% |
| 30D | -8.5% | +10.5% | -19.0% | -11.3% |
| 3M | +1.8% | +23.6% | -21.8% | -4.6% |
| 6M | -19.9% | +22.6% | -42.6% | -24.9% |
| YTD | +10.6% | +25.7% | -15.1% | +2.8% |
| 1Y | +17.9% | +51.4% | -33.4% | +3.7% |
| 3Y | +27.0% | +64.4% | -37.4% | +7.4% |
| 5Y | +68.7% | +22.1% | +46.5% | +53.9% |
| 10Y | +181.1% | +132.5% | +48.6% | +104.5% |
| All | +2,811.4% | +560.8% | +2,250.6% | +1,121.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling