+75.2%
LMT vs IAG
+796.9%
-721.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.2% |
| 7D | -0.5% | -4.1% | +3.5% | -0.3% |
| 30D | -10.8% | +10.6% | -21.4% | -11.3% |
| 3M | +1.6% | +35.4% | -33.8% | -0.3% |
| 6M | -17.6% | -9.5% | -8.0% | -17.6% |
| YTD | +11.6% | +21.8% | -10.2% | +9.5% |
| 1Y | +17.2% | +84.1% | -66.9% | +12.0% |
| 3Y | +35.7% | +817.4% | -781.6% | +15.6% |
| 5Y | +75.2% | +830.1% | -754.9% | +40.3% |
| All | +75.2% | +796.9% | -721.7% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling