+185.8%
LMT vs IEFA
+148.3%
+37.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.6% |
| 7D | -0.2% | -1.6% | +1.4% | +0.6% |
| 30D | -13.1% | -1.5% | -11.6% | -12.5% |
| 3M | -3.9% | +3.4% | -7.3% | -5.7% |
| 6M | -18.3% | +9.5% | -27.7% | -22.4% |
| YTD | +10.3% | +13.0% | -2.7% | +2.9% |
| 1Y | +14.2% | +18.0% | -3.8% | +4.0% |
| 3Y | +35.0% | +65.4% | -30.4% | +0.4% |
| 5Y | +73.2% | +51.6% | +21.7% | +34.9% |
| All | +185.8% | +148.3% | +37.5% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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