+99.9%
LMT vs IT
-42.2%
+142.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | +5.1% | +1.1% | +4.0% | +5.0% |
| 30D | +14.1% | -1.8% | +16.0% | +14.3% |
| 3M | +0.3% | +4.8% | -4.5% | 0.0% |
| 6M | +16.1% | +33.0% | -16.9% | +14.0% |
| YTD | +25.5% | -23.8% | +49.3% | +26.2% |
| 1Y | +34.1% | -16.5% | +50.7% | +34.2% |
| 3Y | +45.1% | -53.6% | +98.7% | +50.3% |
| All | +99.9% | -42.2% | +142.1% | +102.1% |
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