+734.8%
LMT vs IEFA
+211.8%
+523.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.6% |
| 7D | -1.3% | -0.5% | -0.9% | -1.1% |
| 30D | -12.5% | -1.1% | -11.4% | -12.1% |
| 3M | -0.5% | +5.1% | -5.5% | -3.1% |
| 6M | -20.0% | +9.3% | -29.3% | -24.0% |
| YTD | +10.4% | +13.0% | -2.6% | +2.9% |
| 1Y | +17.7% | +19.2% | -1.5% | +6.6% |
| 3Y | +34.3% | +67.0% | -32.7% | -0.4% |
| 5Y | +71.8% | +51.1% | +20.7% | +33.3% |
| 10Y | +187.0% | +146.5% | +40.5% | +59.7% |
| All | +734.8% | +211.8% | +523.0% | +269.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling