+185.8%
LMT vs INDA
+84.7%
+101.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.4% |
| 7D | -0.2% | -2.7% | +2.5% | +0.6% |
| 30D | -13.1% | -2.8% | -10.3% | -12.4% |
| 3M | -3.9% | +1.6% | -5.5% | -4.5% |
| 6M | -18.3% | -1.4% | -16.8% | -18.2% |
| YTD | +10.3% | -10.1% | +20.5% | +13.4% |
| 1Y | +14.2% | -8.8% | +23.0% | +16.8% |
| 3Y | +35.0% | +7.6% | +27.4% | +29.2% |
| 5Y | +73.2% | +5.8% | +67.5% | +65.2% |
| All | +185.8% | +84.7% | +101.1% | +117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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