+71.5%
IWM vs LMT
+47.1%
+24.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -0.9% |
| 7D | +0.3% | -5.6% | +5.9% | +0.6% |
| 30D | +0.6% | +18.4% | -17.8% | -0.8% |
| 3M | -6.2% | +0.6% | -6.8% | -6.3% |
| 6M | -0.8% | +20.6% | -21.4% | -2.6% |
| YTD | +14.8% | +27.0% | -12.2% | +11.6% |
| 1Y | +16.1% | +36.9% | -20.7% | +12.0% |
| 3Y | +71.5% | +46.9% | +24.7% | +63.7% |
| All | +71.5% | +47.1% | +24.4% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling