+185.8%
LMT vs IEF
+3.8%
+182.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.2% |
| 7D | -0.2% | -1.3% | +1.1% | -0.7% |
| 30D | -13.1% | -1.7% | -11.3% | -13.6% |
| 3M | -3.9% | -2.5% | -1.3% | -4.8% |
| 6M | -18.3% | -3.3% | -15.0% | -19.2% |
| YTD | +10.3% | -2.8% | +13.2% | +9.2% |
| 1Y | +14.2% | -2.7% | +17.0% | +13.1% |
| 3Y | +35.0% | +8.9% | +26.1% | +40.4% |
| 5Y | +73.2% | -9.4% | +82.7% | +48.6% |
| All | +185.8% | +3.8% | +182.0% | +172.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling