+738.6%
IVV vs LMT
+4,501.0%
-3,762.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.9% |
| 7D | -2.7% | -11.0% | +8.3% | +1.1% |
| 30D | -5.4% | +13.6% | -19.0% | -9.8% |
| 3M | -4.1% | -2.1% | -2.0% | -4.0% |
| 6M | +0.7% | +11.7% | -10.9% | -4.3% |
| YTD | +8.7% | +19.4% | -10.6% | 0.0% |
| 1Y | +11.0% | +24.1% | -13.1% | +0.5% |
| 3Y | +75.4% | +36.2% | +39.3% | +50.1% |
| 5Y | +68.3% | +90.7% | -22.4% | +24.1% |
| 10Y | +315.5% | +212.5% | +103.1% | +149.6% |
| All | +738.6% | +4,501.0% | -3,762.4% | +178.4% |
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