+185.8%
LMT vs ICE
+220.6%
-34.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.5% |
| 7D | -0.2% | -2.4% | +2.2% | +0.6% |
| 30D | -13.1% | +4.0% | -17.1% | -14.4% |
| 3M | -3.9% | +13.7% | -17.5% | -8.6% |
| 6M | -18.3% | +0.9% | -19.2% | -18.9% |
| YTD | +10.3% | -2.1% | +12.5% | +10.4% |
| 1Y | +14.2% | -9.5% | +23.7% | +17.5% |
| 3Y | +35.0% | +42.1% | -7.1% | +15.2% |
| 5Y | +73.2% | +41.4% | +31.9% | +44.6% |
| All | +185.8% | +220.6% | -34.8% | +73.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling