+25.9%
LMT vs IR
+11.7%
+14.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.4% | -6.8% |
| 7D | -5.5% | +11.6% | -17.1% | -6.5% |
| 30D | +17.5% | +7.2% | +10.3% | +16.5% |
| 3M | +1.6% | -5.9% | +7.5% | +2.5% |
| 6M | +16.3% | +11.5% | +4.8% | +14.5% |
| YTD | +25.3% | +6.3% | +18.9% | +20.9% |
| 1Y | +25.9% | +9.1% | +16.8% | +22.0% |
| All | +25.9% | +11.7% | +14.1% | +22.0% |
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