+190.4%
LMT vs IBN
+385.6%
-195.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | +5.1% | +1.9% | +3.2% | +4.8% |
| 30D | +14.1% | +22.1% | -8.0% | +10.6% |
| 3M | +0.3% | +17.1% | -16.8% | -2.3% |
| 6M | +16.1% | +35.5% | -19.4% | +10.5% |
| YTD | +25.5% | +16.8% | +8.7% | +21.9% |
| 1Y | +34.1% | +12.4% | +21.7% | +31.2% |
| 3Y | +45.1% | +58.0% | -13.0% | +32.2% |
| 5Y | +100.9% | +73.7% | +27.2% | +78.2% |
| All | +190.4% | +385.6% | -195.2% | +115.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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