+14.2%
LMT vs IOT
-1.6%
+15.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -1.0% | -1.1% |
| 7D | -0.2% | -4.5% | +4.3% | -0.3% |
| 30D | -13.1% | -2.4% | -10.6% | -13.1% |
| 3M | -3.9% | +19.0% | -22.8% | -3.4% |
| 6M | -18.3% | +19.6% | -37.9% | -17.8% |
| YTD | +10.3% | +8.3% | +2.1% | +9.4% |
| 1Y | +14.2% | -0.8% | +15.0% | +13.2% |
| All | +14.2% | -1.6% | +15.8% | +13.2% |
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