+309.6%
IVV vs LMT
+198.5%
+111.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.4% | +1.3% |
| 7D | +0.1% | -8.5% | +8.6% | +2.6% |
| 30D | -3.3% | +15.4% | -18.7% | -7.8% |
| 3M | -2.4% | +0.7% | -3.0% | -3.1% |
| 6M | +2.6% | +17.6% | -15.0% | -3.6% |
| YTD | +11.3% | +23.8% | -12.5% | +1.7% |
| 1Y | +13.4% | +31.6% | -18.2% | +1.4% |
| 3Y | +80.3% | +44.0% | +36.3% | +51.4% |
| 5Y | +72.7% | +98.8% | -26.1% | +22.0% |
| 10Y | +309.6% | +202.1% | +107.5% | +158.4% |
| All | +309.6% | +198.5% | +111.2% | +158.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling