+17.9%
LMT vs IT
-24.5%
+42.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -1.3% |
| 7D | -6.3% | -6.0% | -0.2% | -6.1% |
| 30D | -8.5% | 0.0% | -8.5% | -8.5% |
| 3M | +1.8% | +13.1% | -11.2% | +0.8% |
| 6M | -19.9% | +11.7% | -31.6% | -20.8% |
| YTD | +10.6% | -26.1% | +36.7% | +7.9% |
| 1Y | +17.9% | -21.3% | +39.2% | +16.2% |
| All | +17.9% | -24.5% | +42.4% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling