+206.5%
LMT vs IP
+22.3%
+184.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.5% | +1.4% |
| 7D | +2.5% | -2.8% | +5.3% | +3.1% |
| 30D | +19.2% | +9.2% | +10.0% | +16.9% |
| 3M | +2.7% | -16.1% | +18.8% | +6.2% |
| 6M | +20.6% | +9.6% | +11.0% | +17.3% |
| YTD | +28.4% | -8.8% | +37.2% | +28.5% |
| 1Y | +36.9% | -5.5% | +42.4% | +35.7% |
| 3Y | +48.5% | +19.6% | +28.9% | +30.3% |
| 5Y | +107.6% | -13.5% | +121.1% | +97.8% |
| 10Y | +206.5% | +22.4% | +184.1% | +121.8% |
| All | +206.5% | +22.3% | +184.2% | +121.8% |
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