+188.9%
LMT vs LII
+167.7%
+21.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.4% | +2.3% |
| 7D | -1.5% | +2.1% | -3.6% | -1.9% |
| 30D | -8.2% | -12.4% | +4.2% | -6.1% |
| 3M | +3.7% | -24.8% | +28.5% | +8.5% |
| 6M | -19.2% | -25.2% | +6.0% | -15.8% |
| YTD | +12.9% | -20.3% | +33.1% | +15.9% |
| 1Y | +19.8% | -32.9% | +52.7% | +27.1% |
| 3Y | +37.3% | +2.0% | +35.2% | +28.1% |
| 5Y | +74.4% | +24.4% | +49.9% | +52.1% |
| 10Y | +188.9% | +167.2% | +21.7% | +110.8% |
| All | +188.9% | +167.7% | +21.2% | +110.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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