+185.8%
LMT vs IT
+103.1%
+82.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.3% | -6.4% | -1.9% |
| 7D | -0.2% | -3.7% | +3.5% | +0.2% |
| 30D | -13.1% | +0.1% | -13.1% | -13.2% |
| 3M | -3.9% | +20.7% | -24.6% | -7.4% |
| 6M | -18.3% | +12.0% | -30.2% | -20.7% |
| YTD | +10.3% | -28.8% | +39.2% | +14.3% |
| 1Y | +14.2% | -25.5% | +39.8% | +17.0% |
| 3Y | +35.0% | -48.8% | +83.7% | +44.1% |
| 5Y | +73.2% | -42.7% | +116.0% | +76.2% |
| All | +185.8% | +103.1% | +82.7% | +124.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling