+37.3%
LMT vs IR
+8.4%
+28.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.3% |
| 7D | -1.5% | +0.6% | -2.2% | -1.6% |
| 30D | -8.2% | -13.6% | +5.4% | -6.7% |
| 3M | +3.7% | +3.7% | 0.0% | +3.2% |
| 6M | -19.2% | -13.1% | -6.1% | -18.2% |
| YTD | +12.9% | -5.1% | +18.0% | +12.9% |
| 1Y | +19.8% | -6.5% | +26.3% | +20.0% |
| 3Y | +37.3% | +8.5% | +28.8% | +33.5% |
| All | +37.3% | +8.4% | +28.9% | +33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling