+75.2%
LMT vs IBN
+52.7%
+22.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.1% |
| 7D | -0.5% | -5.5% | +4.9% | -0.4% |
| 30D | -10.8% | -3.4% | -7.4% | -10.7% |
| 3M | +1.6% | +8.7% | -7.1% | +1.3% |
| 6M | -17.6% | +3.7% | -21.3% | -17.7% |
| YTD | +11.6% | -2.4% | +14.0% | +11.4% |
| 1Y | +17.2% | -8.1% | +25.3% | +17.2% |
| 3Y | +35.7% | +26.3% | +9.4% | +32.7% |
| 5Y | +75.2% | +54.9% | +20.3% | +71.1% |
| All | +75.2% | +52.7% | +22.5% | +71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling