+17.9%
LMT vs IOT
+14.9%
+3.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.7% | -5.2% | -1.4% |
| 7D | -6.3% | -2.3% | -3.9% | -6.3% |
| 30D | -8.5% | +3.8% | -12.3% | -8.4% |
| 3M | +1.8% | +14.2% | -12.3% | +2.1% |
| 6M | -19.9% | +40.1% | -60.1% | -19.6% |
| YTD | +10.6% | +13.4% | -2.8% | +10.3% |
| 1Y | +17.9% | +12.2% | +5.8% | +17.1% |
| All | +17.9% | +14.9% | +3.1% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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