+185.8%
LMT vs IBN
+324.2%
-138.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.4% |
| 7D | -0.2% | -3.0% | +2.8% | +0.2% |
| 30D | -13.1% | -1.5% | -11.6% | -12.9% |
| 3M | -3.9% | +7.9% | -11.8% | -5.1% |
| 6M | -18.3% | +8.6% | -26.9% | -19.5% |
| YTD | +10.3% | -0.6% | +10.9% | +10.0% |
| 1Y | +14.2% | -7.3% | +21.6% | +15.1% |
| 3Y | +35.0% | +26.2% | +8.8% | +27.7% |
| 5Y | +73.2% | +57.8% | +15.4% | +55.6% |
| All | +185.8% | +324.2% | -138.4% | +115.5% |
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