+99.9%
LMT vs IP
-13.5%
+113.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.8% | -1.4% |
| 7D | +5.1% | -0.3% | +5.4% | +5.1% |
| 30D | +14.1% | +7.9% | +6.2% | +13.6% |
| 3M | +0.3% | -15.3% | +15.6% | +1.1% |
| 6M | +16.1% | +10.5% | +5.6% | +15.3% |
| YTD | +25.5% | -9.4% | +34.8% | +25.5% |
| 1Y | +34.1% | -4.6% | +38.8% | +33.8% |
| 3Y | +45.1% | +21.2% | +23.8% | +40.0% |
| All | +99.9% | -13.5% | +113.4% | +103.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling