+103.7%
LMT vs IR
+46.6%
+57.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.2% | -1.0% |
| 7D | +4.8% | +4.2% | +0.6% | +4.4% |
| 30D | +19.9% | +8.1% | +11.8% | +18.8% |
| 3M | +0.2% | +0.7% | -0.5% | 0.0% |
| 6M | +17.4% | +16.6% | +0.8% | +15.2% |
| YTD | +27.2% | +7.8% | +19.4% | +25.4% |
| 1Y | +35.6% | +9.9% | +25.7% | +33.4% |
| 3Y | +47.1% | +25.2% | +21.9% | +41.2% |
| 5Y | +103.7% | +46.8% | +56.9% | +84.8% |
| All | +103.7% | +46.6% | +57.1% | +84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling