+9.9%
LMT vs IRE
-84.0%
+93.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.8% | +4.6% | -2.2% |
| 7D | -1.3% | +29.0% | -30.4% | -1.4% |
| 30D | -12.5% | +24.2% | -36.7% | -12.6% |
| 3M | -0.5% | -53.2% | +52.7% | -0.2% |
| 6M | -20.0% | -36.0% | +16.0% | -21.2% |
| YTD | +10.4% | -51.0% | +61.4% | +9.3% |
| All | +9.9% | -84.0% | +93.9% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling