+859.2%
LMT vs INDA
+109.8%
+749.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.9% |
| 7D | -1.3% | -2.6% | +1.3% | -0.6% |
| 30D | -12.5% | -2.9% | -9.6% | -11.8% |
| 3M | -0.5% | +2.4% | -2.8% | -1.3% |
| 6M | -20.0% | -2.6% | -17.4% | -19.7% |
| YTD | +10.4% | -10.0% | +20.4% | +13.3% |
| 1Y | +17.7% | -7.7% | +25.4% | +19.8% |
| 3Y | +34.3% | +8.9% | +25.4% | +28.8% |
| 5Y | +71.8% | +6.0% | +65.8% | +64.7% |
| 10Y | +187.0% | +84.4% | +102.6% | +120.6% |
| All | +859.2% | +109.8% | +749.4% | +592.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling