+6,103.6%
LMT vs IT
+6,105.9%
-2.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -0.9% |
| 7D | -6.3% | -6.0% | -0.2% | -5.6% |
| 30D | -8.5% | 0.0% | -8.5% | -8.6% |
| 3M | +1.8% | +13.1% | -11.2% | -0.4% |
| 6M | -19.9% | +11.7% | -31.6% | -21.8% |
| YTD | +10.6% | -26.1% | +36.7% | +12.9% |
| 1Y | +17.9% | -21.3% | +39.2% | +19.1% |
| 3Y | +27.0% | -46.7% | +73.7% | +32.6% |
| 5Y | +68.7% | -40.5% | +109.2% | +71.6% |
| 10Y | +181.1% | +103.9% | +77.2% | +141.4% |
| All | +6,103.6% | +6,105.9% | -2.2% | +3,557.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling