+205.2%
LMT vs IP
+24.7%
+180.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.7% | +2.8% |
| 7D | -5.6% | 0.0% | -5.6% | -5.6% |
| 30D | +18.4% | +9.4% | +9.0% | +16.1% |
| 3M | +0.6% | -14.1% | +14.7% | +3.6% |
| 6M | +20.6% | +9.2% | +11.4% | +17.3% |
| YTD | +27.0% | -7.5% | +34.5% | +26.7% |
| 1Y | +36.9% | -2.8% | +39.6% | +34.8% |
| 3Y | +46.9% | +21.2% | +25.6% | +28.5% |
| 5Y | +104.2% | -11.5% | +115.7% | +93.3% |
| 10Y | +205.2% | +23.7% | +181.6% | +127.4% |
| All | +205.2% | +24.7% | +180.5% | +127.4% |
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