+17.9%
LMT vs ICE
-7.2%
+25.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.9% |
| 7D | -6.3% | -0.7% | -5.6% | -6.1% |
| 30D | -8.5% | +7.6% | -16.1% | -10.3% |
| 3M | +1.8% | +13.9% | -12.1% | -2.3% |
| 6M | -19.9% | -2.4% | -17.6% | -20.1% |
| YTD | +10.6% | +0.3% | +10.3% | +10.0% |
| 1Y | +17.9% | -6.4% | +24.4% | +20.1% |
| All | +17.9% | -7.2% | +25.1% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling