+2,184.2%
LMT vs IAG
+303.8%
+1,880.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.4% |
| 7D | +5.1% | -7.7% | +12.8% | +5.5% |
| 30D | +14.1% | +1.6% | +12.6% | +13.9% |
| 3M | +0.3% | -2.4% | +2.7% | +0.1% |
| 6M | +16.1% | -7.8% | +23.9% | +15.9% |
| YTD | +25.5% | +5.0% | +20.4% | +23.9% |
| 1Y | +34.1% | +25.7% | +8.4% | +31.3% |
| 3Y | +45.1% | +694.5% | -649.4% | +28.0% |
| 5Y | +100.9% | +421.7% | -320.7% | +77.3% |
| 10Y | +199.4% | +382.5% | -183.0% | +156.0% |
| All | +2,184.2% | +303.8% | +1,880.4% | +1,594.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling