+185.8%
LMT vs IJR
+172.1%
+13.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | -0.2% | -2.2% | +2.0% | +0.6% |
| 30D | -13.1% | -4.6% | -8.5% | -11.5% |
| 3M | -3.9% | +0.2% | -4.1% | -4.1% |
| 6M | -18.3% | +14.7% | -33.0% | -22.8% |
| YTD | +10.3% | +18.9% | -8.5% | +2.7% |
| 1Y | +14.2% | +19.9% | -5.7% | +5.7% |
| 3Y | +35.0% | +53.0% | -18.0% | +9.9% |
| 5Y | +73.2% | +40.9% | +32.4% | +43.2% |
| All | +185.8% | +172.1% | +13.7% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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