+23.1%
IGV vs LMT
+72.2%
-49.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | -2.9% | -0.2% | -2.7% | -2.9% |
| 30D | -1.5% | -13.1% | +11.6% | -0.8% |
| 3M | +11.7% | -3.9% | +15.6% | +11.9% |
| 6M | +18.4% | -18.3% | +36.7% | +20.0% |
| YTD | -3.9% | +10.3% | -14.3% | -4.9% |
| 1Y | -9.7% | +14.2% | -23.9% | -10.9% |
| 3Y | +38.4% | +35.0% | +3.5% | +32.4% |
| All | +23.1% | +72.2% | -49.1% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling