+186.0%
LMT vs IR
+334.1%
-148.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.2% | -1.0% |
| 7D | +4.8% | +4.2% | +0.6% | +4.0% |
| 30D | +19.9% | +8.1% | +11.8% | +18.0% |
| 3M | +0.2% | +0.7% | -0.5% | -0.1% |
| 6M | +17.4% | +16.6% | +0.8% | +13.6% |
| YTD | +27.2% | +7.8% | +19.4% | +24.2% |
| 1Y | +35.6% | +9.9% | +25.7% | +31.8% |
| 3Y | +47.1% | +25.2% | +21.9% | +36.4% |
| 5Y | +103.7% | +46.8% | +56.9% | +79.1% |
| All | +186.0% | +334.1% | -148.1% | +100.2% |
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