+25.8%
IWM vs LMT
+103.5%
-77.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.0% |
| 7D | +0.3% | -5.6% | +5.9% | +0.9% |
| 30D | +0.6% | +18.4% | -17.8% | -1.8% |
| 3M | -6.2% | +0.6% | -6.8% | -6.4% |
| 6M | -0.8% | +20.6% | -21.4% | -3.8% |
| YTD | +14.8% | +27.0% | -12.2% | +9.8% |
| 1Y | +16.1% | +36.9% | -20.7% | +9.6% |
| 3Y | +71.5% | +46.9% | +24.7% | +57.2% |
| 5Y | +25.8% | +104.2% | -78.4% | +0.4% |
| All | +25.8% | +103.5% | -77.8% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling