+148.3%
LMT vs IR
+274.4%
-126.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.1% | -1.8% |
| 7D | -1.3% | -1.9% | +0.6% | -1.0% |
| 30D | -12.5% | -15.0% | +2.5% | -9.8% |
| 3M | -0.5% | -0.4% | 0.0% | -0.6% |
| 6M | -20.0% | -15.0% | -5.0% | -18.0% |
| YTD | +10.4% | -7.1% | +17.4% | +11.0% |
| 1Y | +17.7% | -7.5% | +25.3% | +18.3% |
| 3Y | +34.3% | +6.3% | +28.0% | +28.5% |
| 5Y | +71.8% | +37.3% | +34.5% | +52.5% |
| All | +148.3% | +274.4% | -126.1% | +79.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling