+1,837.4%
LMT vs ITOT
+885.8%
+951.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.6% | -1.8% |
| 7D | -1.3% | -0.4% | -1.0% | -1.1% |
| 30D | -12.5% | -1.6% | -10.9% | -11.7% |
| 3M | -0.5% | +3.5% | -4.0% | -2.8% |
| 6M | -20.0% | +13.1% | -33.1% | -26.3% |
| YTD | +10.4% | +12.7% | -2.3% | +1.9% |
| 1Y | +17.7% | +18.3% | -0.6% | +5.2% |
| 3Y | +34.3% | +76.4% | -42.1% | -9.6% |
| 5Y | +71.8% | +73.8% | -1.9% | +13.6% |
| 10Y | +187.0% | +301.2% | -114.2% | +4.4% |
| All | +1,837.4% | +885.8% | +951.6% | +265.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling