+107.6%
LMT vs IP
-13.0%
+120.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.5% | +1.2% |
| 7D | +2.5% | -2.8% | +5.3% | +2.7% |
| 30D | +19.2% | +9.2% | +10.0% | +18.5% |
| 3M | +2.7% | -16.1% | +18.8% | +3.6% |
| 6M | +20.6% | +9.6% | +11.0% | +19.8% |
| YTD | +28.4% | -8.8% | +37.2% | +28.4% |
| 1Y | +36.9% | -5.5% | +42.4% | +36.6% |
| 3Y | +48.5% | +19.6% | +28.9% | +43.5% |
| 5Y | +107.6% | -13.5% | +121.1% | +111.5% |
| All | +107.6% | -13.0% | +120.6% | +111.5% |
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 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