+23.3%
LMT vs IRE
-97.3%
+120.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.5% | +6.2% | +3.7% |
| 7D | -8.5% | -15.5% | +7.0% | -8.4% |
| 30D | +15.4% | -70.4% | +85.8% | +15.4% |
| 3M | +0.7% | -81.6% | +82.3% | +0.7% |
| 6M | +17.6% | -94.7% | +112.3% | +18.3% |
| YTD | +23.8% | -91.8% | +115.6% | +22.7% |
| 1Y | +31.6% | -97.6% | +129.2% | +29.3% |
| All | +23.3% | -97.3% | +120.6% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling