+11,252.2%
LMT vs IFF
+825.7%
+10,426.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -0.2% | -3.2% | +3.0% | +0.5% |
| 30D | -13.1% | -0.3% | -12.8% | -13.1% |
| 3M | -3.9% | +8.4% | -12.3% | -6.1% |
| 6M | -18.3% | +23.0% | -41.3% | -22.9% |
| YTD | +10.3% | +25.5% | -15.1% | +3.3% |
| 1Y | +14.2% | +29.1% | -14.8% | +5.9% |
| 3Y | +35.0% | +31.7% | +3.3% | +22.0% |
| 5Y | +73.2% | -35.2% | +108.5% | +80.4% |
| 10Y | +186.8% | -20.7% | +207.6% | +173.6% |
| All | +11,252.2% | +825.7% | +10,426.5% | +6,074.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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