+75.2%
LMT vs IT
-46.1%
+121.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +1.1% |
| 7D | -0.5% | -12.7% | +12.2% | 0.0% |
| 30D | -10.8% | -8.9% | -1.9% | -10.4% |
| 3M | +1.6% | +10.1% | -8.5% | +0.7% |
| 6M | -17.6% | +7.3% | -24.8% | -18.3% |
| YTD | +11.6% | -32.4% | +44.0% | +12.7% |
| 1Y | +17.2% | -26.6% | +43.9% | +17.8% |
| 3Y | +35.7% | -51.8% | +87.5% | +39.5% |
| 5Y | +75.2% | -45.6% | +120.8% | +75.3% |
| All | +75.2% | -46.1% | +121.3% | +75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling