+75.2%
LMT vs ICE
+38.6%
+36.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -0.5% | -5.3% | +4.8% | +0.7% |
| 30D | -10.8% | +3.0% | -13.8% | -11.4% |
| 3M | +1.6% | +11.4% | -9.8% | -1.3% |
| 6M | -17.6% | -2.0% | -15.5% | -17.5% |
| YTD | +11.6% | -3.1% | +14.7% | +11.9% |
| 1Y | +17.2% | -8.4% | +25.6% | +18.9% |
| 3Y | +35.7% | +40.7% | -5.0% | +25.3% |
| 5Y | +75.2% | +40.0% | +35.2% | +54.7% |
| All | +75.2% | +38.6% | +36.6% | +54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling