+753.8%
IWM vs LMT
+4,649.8%
-3,896.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.2% |
| 7D | +1.4% | +5.1% | -3.7% | -0.5% |
| 30D | +2.3% | +14.1% | -11.9% | -3.2% |
| 3M | -8.3% | +0.3% | -8.6% | -9.1% |
| 6M | -1.3% | +16.1% | -17.4% | -8.2% |
| YTD | +13.5% | +25.5% | -12.0% | +1.6% |
| 1Y | +18.4% | +34.1% | -15.7% | +3.0% |
| 3Y | +69.6% | +45.1% | +24.5% | +39.5% |
| 5Y | +23.3% | +100.9% | -77.7% | -13.6% |
| 10Y | +147.0% | +199.4% | -52.5% | +43.2% |
| All | +753.8% | +4,649.8% | -3,896.0% | +137.8% |
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