+776.1%
IVV vs LMT
+4,161.9%
-3,385.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.1% |
| 7D | +0.1% | -6.3% | +6.4% | +2.3% |
| 30D | +0.1% | -8.5% | +8.6% | +3.0% |
| 3M | +2.0% | +1.8% | +0.2% | +0.6% |
| 6M | +13.0% | -19.9% | +33.0% | +20.9% |
| YTD | +13.6% | +10.6% | +3.0% | +7.8% |
| 1Y | +20.1% | +17.9% | +2.1% | +11.1% |
| 3Y | +77.6% | +27.0% | +50.7% | +56.0% |
| 5Y | +82.5% | +68.7% | +13.8% | +40.8% |
| 10Y | +316.5% | +181.1% | +135.5% | +160.6% |
| All | +776.1% | +4,161.9% | -3,385.7% | +200.2% |
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