+89.7%
LMT vs LII
+19.9%
+69.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.4% |
| 7D | -11.0% | -0.6% | -10.4% | -10.9% |
| 30D | +13.6% | -4.6% | +18.2% | +13.9% |
| 3M | -2.1% | -21.2% | +19.1% | -0.4% |
| 6M | +11.7% | -36.4% | +48.1% | +15.4% |
| YTD | +19.4% | -28.9% | +48.3% | +21.9% |
| 1Y | +24.1% | -29.5% | +53.6% | +26.8% |
| 3Y | +36.2% | -8.6% | +44.7% | +34.1% |
| All | +89.7% | +19.9% | +69.8% | +76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling