+185.8%
LMT vs IRM
+440.8%
-255.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.6% |
| 7D | -0.2% | -1.4% | +1.2% | +0.1% |
| 30D | -13.1% | -7.4% | -5.7% | -11.6% |
| 3M | -3.9% | -7.4% | +3.5% | -2.5% |
| 6M | -18.3% | +8.7% | -26.9% | -20.6% |
| YTD | +10.3% | +40.9% | -30.6% | +0.2% |
| 1Y | +14.2% | +20.5% | -6.3% | +7.5% |
| 3Y | +35.0% | +101.7% | -66.7% | +7.8% |
| 5Y | +73.2% | +197.7% | -124.4% | +20.3% |
| All | +185.8% | +440.8% | -255.0% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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