+11,275.8%
LMT vs IP
+364.8%
+10,911.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -1.9% |
| 7D | -6.3% | -5.3% | -1.0% | -5.3% |
| 30D | -8.5% | -10.9% | +2.4% | -6.5% |
| 3M | +1.8% | +11.2% | -9.3% | -0.8% |
| 6M | -19.9% | -10.2% | -9.7% | -19.2% |
| YTD | +10.6% | -2.0% | +12.6% | +9.4% |
| 1Y | +17.9% | -19.1% | +37.0% | +20.6% |
| 3Y | +27.0% | +20.9% | +6.1% | +16.3% |
| 5Y | +68.7% | -17.8% | +86.5% | +64.9% |
| 10Y | +181.1% | +23.5% | +157.6% | +144.5% |
| All | +11,275.8% | +364.8% | +10,911.0% | +6,291.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling