+194.3%
LMT vs IP
+19.1%
+175.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.5% |
| 7D | +4.8% | -0.9% | +5.7% | +5.0% |
| 30D | +19.9% | +6.7% | +13.2% | +18.2% |
| 3M | +0.2% | -16.6% | +16.7% | +3.8% |
| 6M | +17.4% | +6.0% | +11.4% | +15.0% |
| YTD | +27.2% | -10.7% | +37.8% | +27.8% |
| 1Y | +35.6% | -6.7% | +42.3% | +34.7% |
| 3Y | +47.1% | +17.1% | +30.0% | +29.7% |
| 5Y | +103.7% | -14.6% | +118.2% | +94.3% |
| All | +194.3% | +19.1% | +175.2% | +129.0% |
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