+148.7%
LMT vs IR
+288.5%
-139.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.7% |
| 7D | -6.3% | -2.8% | -3.4% | -5.8% |
| 30D | -8.5% | -15.1% | +6.6% | -5.7% |
| 3M | +1.8% | +6.1% | -4.2% | +0.5% |
| 6M | -19.9% | -16.8% | -3.1% | -17.6% |
| YTD | +10.6% | -3.5% | +14.1% | +10.4% |
| 1Y | +17.9% | -3.5% | +21.4% | +17.6% |
| 3Y | +27.0% | +9.5% | +17.5% | +20.8% |
| 5Y | +68.7% | +45.1% | +23.6% | +48.0% |
| All | +148.7% | +288.5% | -139.8% | +78.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling