+83.3%
IEMG vs LMT
+34.5%
+48.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.2% |
| 7D | -1.3% | -0.2% | -1.1% | -1.3% |
| 30D | +1.9% | -13.1% | +15.0% | +1.8% |
| 3M | +1.4% | -3.9% | +5.3% | +1.5% |
| 6M | +15.2% | -18.3% | +33.4% | +15.9% |
| YTD | +23.8% | +10.3% | +13.5% | +23.4% |
| 1Y | +30.7% | +14.2% | +16.4% | +30.2% |
| 3Y | +83.3% | +35.0% | +48.3% | +82.5% |
| All | +83.3% | +34.5% | +48.8% | +82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 3y: compounded portfolio wealth divided by compounded LMT 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…
3y analysis · Full analysis span regression · 6 months rolling