+5,383.6%
LMT vs IBN
+1,532.9%
+3,850.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.4% |
| 7D | -6.3% | +1.4% | -7.7% | -6.4% |
| 30D | -8.5% | -0.3% | -8.2% | -8.5% |
| 3M | +1.8% | +17.1% | -15.3% | 0.0% |
| 6M | -19.9% | +3.4% | -23.3% | -20.3% |
| YTD | +10.6% | +2.5% | +8.0% | +10.0% |
| 1Y | +17.9% | -4.2% | +22.1% | +18.2% |
| 3Y | +27.0% | +32.4% | -5.4% | +22.0% |
| 5Y | +68.7% | +59.2% | +9.5% | +57.7% |
| 10Y | +181.1% | +345.7% | -164.6% | +129.2% |
| All | +5,383.6% | +1,532.9% | +3,850.7% | +4,179.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling