+72.5%
LMT vs IOT
+54.1%
+18.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -1.0% | -1.1% |
| 7D | -0.2% | -4.5% | +4.3% | -0.2% |
| 30D | -13.1% | -2.4% | -10.6% | -13.1% |
| 3M | -3.9% | +19.0% | -22.8% | -3.9% |
| 6M | -18.3% | +19.6% | -37.9% | -18.3% |
| YTD | +10.3% | +8.3% | +2.1% | +10.3% |
| 1Y | +14.2% | -0.8% | +15.0% | +14.2% |
| 3Y | +35.0% | +24.4% | +10.6% | +34.3% |
| All | +72.5% | +54.1% | +18.4% | +68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling