+2,928.0%
LMT vs LII
+3,124.4%
-196.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.6% |
| 7D | -6.3% | -0.7% | -5.5% | -6.2% |
| 30D | -8.5% | -12.6% | +4.1% | -6.4% |
| 3M | +1.8% | -24.4% | +26.3% | +6.1% |
| 6M | -19.9% | -28.7% | +8.8% | -16.1% |
| YTD | +10.6% | -19.1% | +29.7% | +13.2% |
| 1Y | +17.9% | -29.7% | +47.7% | +23.4% |
| 3Y | +27.0% | +4.8% | +22.2% | +21.1% |
| 5Y | +68.7% | +24.6% | +44.1% | +53.2% |
| 10Y | +181.1% | +169.2% | +11.9% | +118.7% |
| All | +2,928.0% | +3,124.4% | -196.4% | +1,634.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling