+808.3%
IWM vs LMT
+4,086.0%
-3,277.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.8% |
| 7D | +0.1% | -6.3% | +6.4% | +2.6% |
| 30D | -1.3% | -8.5% | +7.2% | +2.0% |
| 3M | +1.6% | +1.8% | -0.2% | 0.0% |
| 6M | +13.6% | -19.9% | +33.5% | +22.3% |
| YTD | +20.8% | +10.6% | +10.2% | +14.0% |
| 1Y | +26.4% | +17.9% | +8.5% | +16.1% |
| 3Y | +60.7% | +27.0% | +33.7% | +39.5% |
| 5Y | +38.2% | +68.7% | -30.5% | +3.9% |
| 10Y | +169.5% | +181.1% | -11.6% | +60.4% |
| All | +808.3% | +4,086.0% | -3,277.7% | +167.0% |
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