+202.1%
LMT vs LII
+170.7%
+31.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +3.3% |
| 7D | -8.5% | -1.2% | -7.4% | -8.4% |
| 30D | +15.4% | -2.0% | +17.4% | +15.6% |
| 3M | +0.7% | -20.2% | +20.9% | +4.6% |
| 6M | +17.6% | -32.5% | +50.1% | +25.2% |
| YTD | +23.8% | -27.4% | +51.2% | +29.1% |
| 1Y | +31.6% | -28.2% | +59.8% | +37.4% |
| 3Y | +44.0% | -7.2% | +51.2% | +36.4% |
| 5Y | +98.8% | +19.9% | +78.9% | +72.2% |
| 10Y | +202.1% | +168.6% | +33.5% | +108.3% |
| All | +202.1% | +170.7% | +31.4% | +108.3% |
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