+25.9%
LMT vs IAG
+56.5%
-30.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +10.2% | -17.1% | -6.6% |
| 7D | -5.5% | +1.1% | -6.6% | -5.3% |
| 30D | +17.5% | -5.3% | +22.7% | +17.7% |
| 3M | +1.6% | +18.0% | -16.4% | +1.2% |
| 6M | +16.3% | +7.1% | +9.2% | +16.1% |
| YTD | +25.3% | +5.9% | +19.3% | +28.2% |
| 1Y | +25.9% | +59.4% | -33.5% | +35.9% |
| All | +25.9% | +56.5% | -30.7% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling