+91.9%
IREN vs LMT
+80.5%
+11.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.1% | +3.0% | +5.2% |
| 7D | +27.5% | -1.5% | +29.0% | +27.3% |
| 30D | +13.8% | -8.2% | +22.1% | +13.3% |
| 3M | -20.7% | +3.7% | -24.4% | -20.5% |
| 6M | +27.9% | -19.2% | +47.0% | +28.0% |
| YTD | +24.3% | +12.9% | +11.4% | +27.0% |
| 1Y | +79.2% | +19.8% | +59.4% | +85.1% |
| 3Y | +904.9% | +37.3% | +867.7% | +977.0% |
| All | +91.9% | +80.5% | +11.4% | +139.0% |
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