+38.3%
LMT vs IP
+12.9%
+25.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.0% | +0.8% | -3.0% |
| 7D | -10.5% | -5.0% | -5.5% | -10.2% |
| 30D | +12.9% | +6.5% | +6.4% | +12.6% |
| 3M | +0.4% | -18.0% | +18.4% | +1.2% |
| 6M | +14.7% | +10.3% | +4.3% | +14.1% |
| YTD | +21.3% | -9.9% | +31.2% | +21.2% |
| 1Y | +24.9% | -1.1% | +26.0% | +24.5% |
| All | +38.3% | +12.9% | +25.4% | +34.7% |
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