+17.9%
LMT vs IR
-1.2%
+19.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.6% |
| 7D | -6.3% | -2.8% | -3.4% | -5.9% |
| 30D | -8.5% | -15.1% | +6.6% | -6.4% |
| 3M | +1.8% | +6.1% | -4.2% | +0.8% |
| 6M | -19.9% | -16.8% | -3.1% | -18.1% |
| YTD | +10.6% | -3.5% | +14.1% | +8.9% |
| 1Y | +17.9% | -3.5% | +21.4% | +17.3% |
| All | +17.9% | -1.2% | +19.2% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 1y: compounded portfolio wealth divided by compounded IR 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…
1y analysis · Full analysis span regression · 6 months rolling