+1,517.8%
LMT vs IEF
+129.1%
+1,388.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.0% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | -8.2% | -0.7% | -7.5% | -8.6% |
| 3M | +3.7% | -0.4% | +4.2% | +3.5% |
| 6M | -19.2% | -2.5% | -16.7% | -20.3% |
| YTD | +12.9% | -1.6% | +14.5% | +11.9% |
| 1Y | +19.8% | -1.3% | +21.1% | +18.9% |
| 3Y | +37.3% | +10.1% | +27.2% | +45.6% |
| 5Y | +74.4% | -8.3% | +82.7% | +60.8% |
| 10Y | +188.9% | +4.5% | +184.4% | +197.1% |
| All | +1,517.8% | +129.1% | +1,388.7% | +2,677.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling