+185.8%
LMT vs ITOT
+303.4%
-117.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -2.0% | -1.6% |
| 7D | -0.2% | -0.9% | +0.7% | +0.3% |
| 30D | -13.1% | -1.5% | -11.6% | -12.4% |
| 3M | -3.9% | +3.6% | -7.4% | -5.9% |
| 6M | -18.3% | +13.7% | -32.0% | -24.1% |
| YTD | +10.3% | +12.9% | -2.6% | +2.8% |
| 1Y | +14.2% | +17.2% | -2.9% | +4.1% |
| 3Y | +35.0% | +75.6% | -40.6% | -5.3% |
| 5Y | +73.2% | +75.5% | -2.2% | +18.8% |
| All | +185.8% | +303.4% | -117.6% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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