+1,913.0%
LMT vs IAG
+377.5%
+1,535.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.3% |
| 7D | -6.3% | -0.5% | -5.7% | -6.3% |
| 30D | -8.5% | +28.9% | -37.4% | -9.7% |
| 3M | +1.8% | +19.1% | -17.3% | +0.7% |
| 6M | -19.9% | -10.3% | -9.7% | -19.9% |
| YTD | +10.6% | +24.2% | -13.6% | +8.6% |
| 1Y | +17.9% | +116.5% | -98.5% | +12.6% |
| 3Y | +27.0% | +742.8% | -715.8% | +11.9% |
| 5Y | +68.7% | +753.3% | -684.7% | +45.7% |
| 10Y | +181.1% | +403.2% | -222.1% | +139.8% |
| All | +1,913.0% | +377.5% | +1,535.5% | +1,384.7% |
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