+185.8%
LMT vs IJH
+184.0%
+1.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.5% |
| 7D | -0.2% | -1.9% | +1.7% | +0.6% |
| 30D | -13.1% | -4.6% | -8.4% | -11.2% |
| 3M | -3.9% | -1.2% | -2.7% | -3.5% |
| 6M | -18.3% | +9.4% | -27.7% | -21.8% |
| YTD | +10.3% | +13.3% | -3.0% | +3.9% |
| 1Y | +14.2% | +13.4% | +0.8% | +7.3% |
| 3Y | +35.0% | +50.4% | -15.5% | +8.2% |
| 5Y | +73.2% | +49.0% | +24.3% | +35.9% |
| All | +185.8% | +184.0% | +1.8% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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