+12.4%
LMT vs IRE
-82.8%
+95.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +10.2% | -8.2% | +2.0% |
| 7D | -1.5% | +58.9% | -60.4% | -1.7% |
| 30D | -8.2% | +17.2% | -25.4% | -8.3% |
| 3M | +3.7% | -58.6% | +62.3% | +4.2% |
| 6M | -19.2% | -23.5% | +4.3% | -20.6% |
| YTD | +12.9% | -47.4% | +60.3% | +11.7% |
| All | +12.4% | -82.8% | +95.2% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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