+190.4%
LMT vs IP
+20.8%
+169.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.8% | -1.6% |
| 7D | +5.1% | -0.3% | +5.4% | +5.2% |
| 30D | +14.1% | +7.9% | +6.2% | +12.2% |
| 3M | +0.3% | -15.3% | +15.6% | +3.5% |
| 6M | +16.1% | +10.5% | +5.6% | +12.7% |
| YTD | +25.5% | -9.4% | +34.8% | +25.7% |
| 1Y | +34.1% | -4.6% | +38.8% | +32.6% |
| 3Y | +45.1% | +21.2% | +23.8% | +26.7% |
| 5Y | +100.9% | -13.3% | +114.3% | +91.2% |
| All | +190.4% | +20.8% | +169.6% | +125.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling