+25.9%
LMT vs IEF
-1.9%
+27.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.5% | -7.4% | -7.0% |
| 7D | -5.5% | +0.9% | -6.4% | -5.8% |
| 30D | +17.5% | +3.1% | +14.4% | +16.8% |
| 3M | +1.6% | -1.4% | +2.9% | +0.7% |
| 6M | +16.3% | -1.6% | +17.9% | +15.3% |
| YTD | +25.3% | -2.1% | +27.4% | +24.1% |
| 1Y | +25.9% | -2.0% | +27.9% | +24.2% |
| All | +25.9% | -1.9% | +27.8% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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