+35.1%
LMT vs IAG
+817.0%
-781.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.2% |
| 7D | -1.3% | +1.7% | -3.0% | -1.4% |
| 30D | -12.5% | +11.4% | -24.0% | -12.9% |
| 3M | -0.5% | +33.0% | -33.5% | -1.6% |
| 6M | -20.0% | -6.0% | -14.0% | -20.2% |
| YTD | +10.4% | +24.6% | -14.2% | +9.0% |
| 1Y | +17.7% | +105.0% | -87.3% | +13.8% |
| All | +35.1% | +817.0% | -781.9% | +24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling