+74.4%
LMT vs IR
+46.5%
+27.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.0% |
| 1Y | +19.8% | -6.5% | +26.3% | +20.0% |
| 3Y | +37.3% | +8.5% | +28.8% | +33.7% |
| 5Y | +74.4% | +43.3% | +31.1% | +58.1% |
| All | +74.4% | +46.5% | +27.9% | +58.1% |
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