+4,212.3%
LMT vs IJH
+1,045.0%
+3,167.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.5% |
| 7D | -0.5% | -2.5% | +2.0% | +0.7% |
| 30D | -10.8% | -5.0% | -5.7% | -8.5% |
| 3M | +1.6% | +0.5% | +1.1% | +1.2% |
| 6M | -17.6% | +8.2% | -25.8% | -21.0% |
| YTD | +11.6% | +12.5% | -0.9% | +5.0% |
| 1Y | +17.2% | +14.4% | +2.9% | +9.1% |
| 3Y | +35.7% | +49.5% | -13.8% | +8.2% |
| 5Y | +75.2% | +47.8% | +27.4% | +37.0% |
| 10Y | +190.1% | +180.4% | +9.7% | +58.5% |
| All | +4,212.3% | +1,045.0% | +3,167.3% | +1,039.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling