+72.6%
LMT vs IOT
+55.2%
+17.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.6% | -2.2% |
| 7D | -1.3% | +5.1% | -6.4% | -1.3% |
| 30D | -12.5% | -3.0% | -9.5% | -12.5% |
| 3M | -0.5% | +15.0% | -15.4% | -0.5% |
| 6M | -20.0% | +13.1% | -33.2% | -20.0% |
| YTD | +10.4% | +9.0% | +1.4% | +10.3% |
| 1Y | +17.7% | +0.1% | +17.6% | +17.7% |
| 3Y | +34.3% | +26.4% | +7.8% | +33.6% |
| All | +72.6% | +55.2% | +17.4% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling