-25.7%
IREN vs LMT
+100.7%
-126.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.3% | -5.4% | -6.8% |
| 7D | -16.0% | +5.1% | -21.1% | -15.7% |
| 30D | -40.5% | +14.1% | -54.7% | -39.5% |
| 3M | -59.4% | +0.3% | -59.7% | -58.9% |
| 6M | -67.1% | +16.1% | -83.2% | -66.4% |
| YTD | -51.9% | +25.5% | -77.4% | -50.0% |
| 1Y | -62.7% | +34.1% | -96.8% | -60.8% |
| 3Y | +507.7% | +45.1% | +462.6% | +559.3% |
| All | -25.7% | +100.7% | -126.4% | -5.9% |
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