+938.5%
IGV vs LMT
+3,016.5%
-2,078.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | +0.2% |
| 7D | +2.3% | +5.1% | -2.8% | +0.5% |
| 30D | -6.0% | +14.1% | -20.1% | -10.7% |
| 3M | -4.8% | +0.3% | -5.1% | -5.5% |
| 6M | +14.2% | +16.1% | -1.9% | +6.8% |
| YTD | -4.2% | +25.5% | -29.7% | -13.9% |
| 1Y | -5.3% | +34.1% | -39.4% | -17.0% |
| 3Y | +38.8% | +45.1% | -6.3% | +14.8% |
| 5Y | +14.2% | +100.9% | -86.7% | -19.5% |
| 10Y | +357.6% | +199.4% | +158.1% | +162.1% |
| All | +938.5% | +3,016.5% | -2,078.0% | +186.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling