+36.2%
LMT vs IP
+13.9%
+22.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.6% |
| 7D | -11.0% | -5.1% | -5.9% | -10.7% |
| 30D | +13.6% | +8.5% | +5.1% | +13.1% |
| 3M | -2.1% | -13.8% | +11.7% | -1.5% |
| 6M | +11.7% | +5.7% | +5.9% | +11.3% |
| YTD | +19.4% | -9.1% | +28.5% | +19.2% |
| 1Y | +24.1% | -0.8% | +24.9% | +23.6% |
| 3Y | +36.2% | +14.8% | +21.4% | +32.5% |
| All | +36.2% | +13.9% | +22.3% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling